Article, Early Access, 2023

Aggregate Markov models in life insurance: estimation via the EM algorithm

SCANDINAVIAN ACTUARIAL JOURNAL, ISSN 0346-1238, 10.1080/03461238.2023.2277786

Contributors

Ahmad, Jamaal 0000-0002-4002-5400 (Corresponding author) [1] Bladt, Mogens [1]

Affiliations

  1. [1] Univ Copenhagen, Dept Math Sci, Copenhagen, Denmark
    2. [NORA names: KU University of Copenhagen; University; Denmark; Europe, EU; Nordic; OECD]

Abstract

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Keywords

C46, C63, EM algorithm, G22, Multi-state life insurance, Parametric inference, Phase-type distributions, Semi-Markovianity

Data Provider: Clarivate

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