Valuation of viatical insurance contracts

• Authors: Dębicka Joanna , Heilpern Stanisław
• Languages of publication: EN

Keywords

EN

viatical market; life insurance; multistate model

• Publisher: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
• Journal: Śląski Przegląd Statystyczny
• Year: 2020
• Issue: 18 (24)
• Pages: 235-240

Contributors

author

Dębicka Joanna

• Wroclaw University of Economics and Business, Poland

author

Heilpern Stanisław

• Wroclaw University of Economics and Business, Poland

References

• Dębicka J., Heilpern S. (2017), Investor’s expected profit from viatical settlement. 20th AMSE. Applications of Mathematics in Economics. International Scientific Conference: International Scientific Conference: Szklarska Poręba, Poland, 30 Aug-3 Sept 2017. Conference Proceedings.
• Dębicka J., Heilpern S. (2020), The optimization of insurance contracts on the viatical market – in press.
• Dębicka J., Zmyślona B. (2016), Construction of multi-state life tables for critical illness insurance – influence of age and sex on the incidence of health inequalities. Silesian Statistical Review, no. 14, pp. 41-63.
• Dębicka J., Zmyślona B. (2018), Premium valuation for a multiple state model containing manifold premium-paid states. CEJEME, 10, 27-52.
• Dębicka J., Zmyślona B. (2019), Modelling of lung cancer survival data for critical illness insurances. Statistical Methods and Applications, vol. 28, no. 4, pp. 723-747.
• Kim H.S. 2009, Life settlement in the US, Research report in KIDI.