1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.AP2014★ 1 cited
A hidden Markov approach to disability insurance
Boualem Djehiche, Björn Löfdahl
Point and interval estimation of future disability inception and recovery rates are predominantly carried out by combining generalized linear models (GLM) with time series forecast…
q-fin.RM2014
Risk aggregation and stochastic claims reserving in disability insurance
Boualem Djehiche, Björn Löfdahl
We consider a large, homogeneous portfolio of life or disability annuity policies. The policies are assumed to be independent conditional on an external stochastic process represen…