Τιμολόγηση παροχών αναπηρίας
Σαμαράς, Νικόλαος Γ.
SubjectΑσφαλιστικά μαθηματικά ; Στοχαστικές ανελίξεις -- Μαθηματικά υποδείγματα ; Άτομα με ειδικές ανάγκες ; Ασφάλεια ζωής ; Μαρκοβιανές ανελίξεις
The purpose of this thesis is to define the basic probability theory structure, which enables the creation of a series of standards for health insurance (disability benefits, lump sickness and long-term care facilities). We present a continuous time general model, which allows taking into account a wide range of conditions. Furthermore we present and interpret some special procedures for calculating disability annuities. Moreover Markov and semi-Markov stochastic processes can be used to develop a general approach to actuarial modeling of disability and related benefits (and especially for health insurance and long term care annuities). The use of Markov chains in modeling phenomena involving randomness has been suggested by many authors, both in the continuous-time both in the case of discrete time. Regarding disability benefits (particularly benefits to permanent health insurance), the Markov and semi-Markov stochastic processes provide a powerful tool for modeling these benefits.