C. Castelli, C. Comberscure, Y. Foucher, and J. Daures, Cost-effectiveness analysis in colorectal cancer using a semi-Markov model, Statistics in Medicine, vol.15, issue.30, pp.5557-5571, 2007.
DOI : 10.1002/sim.3112

M. F. Drummond, M. J. Sculpher, G. W. Torrance, B. J. O-'brien, and G. L. Stoddart, Methods for the Economic Evaluation of Health Care Programmes, 2005.

K. Eisele, Recursions for compound phase distributions, Insurance: Mathematics and Economics, vol.38, issue.1, pp.149-156, 2006.
DOI : 10.1016/j.insmatheco.2005.08.002

J. C. Gardiner, Z. Luo, C. J. Bradley, C. M. Sirbu, and C. W. Given, A dynamic model for estimating changes in health status and costs, Statistics in Medicine, vol.20, issue.21, pp.3648-3667, 2006.
DOI : 10.1002/sim.2484

M. Govorun and G. Latouche, Modeling the effect of health: phase-type approach, European Actuarial Journal, vol.12, issue.4, pp.197-218, 2014.
DOI : 10.1007/s13385-014-0092-1

M. Govorun, G. Latouche, and M. Remiche, Profit test model for pension funds using matrix-analytic modeling, Proceedings of the Actuarial and Financial Mathematics Conference ? Interplay Between Finance and Insurance, pp.87-94, 2011.

M. Govorun, B. L. Jones, X. Liu, and D. A. Stanford, Physiological age, health costs and their interrelation, 2014.

M. Govorun, Pension and Health Insurance: Phase-Type Modeling, 2013.

Q. Guibert and F. Planchet, Construction de lois d'expérience en présence d'´ evénements concurrents. ApplicationàApplicationà l'estimation des lois d'incidence d'un contrat dépendance, 2014.

G. Latouche and V. Ramaswami, Introduction to Matrix Analytic Methods in Stochastic Modeling, 1999.
DOI : 10.1137/1.9780898719734

X. S. Lin and X. Liu, Markov Aging Process and Phase-Type Law of Mortality, North American Actuarial Journal, vol.55, issue.4, pp.92-109, 2007.
DOI : 10.1080/10920277.2007.10597486

H. H. Panjer, Recursive Evaluation of a Family of Compound Distributions, ASTIN Bulletin, vol.XXXII, issue.01, pp.22-26, 1981.
DOI : 10.1057/jors.1966.8

S. Su and M. Sherris, Heterogeneity of Australian population mortality and implications for a viable life annuity market, Insurance: Mathematics and Economics, vol.51, issue.2, pp.322-332, 2012.
DOI : 10.1016/j.insmatheco.2012.05.006

X. Zhao and X. Zhou, Estimation of medical costs by copula models with dynamic change of health status, Insurance: Mathematics and Economics, vol.51, issue.2, 2012.
DOI : 10.1016/j.insmatheco.2012.07.007