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Pricing and Risk Analysis of a Long-Term Care Insurance Contract in a non-Markov Multi-State Model

Quentin Guibert 1 Frédéric Planchet 1
1 SAF - Laboratoire de Sciences Actuarielle et Financière
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https://hal.archives-ouvertes.fr/hal-01689298
Contributor : Quentin Guibert <>
Submitted on : Thursday, January 25, 2018 - 11:26:40 PM
Last modification on : Tuesday, December 10, 2019 - 1:50:02 PM

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  • HAL Id : hal-01689298, version 1

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Quentin Guibert, Frédéric Planchet. Pricing and Risk Analysis of a Long-Term Care Insurance Contract in a non-Markov Multi-State Model. 2017 PARTY Winter School, Jan 2017, Ascona, Switzerland. ⟨hal-01689298⟩

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