A mean-field approximation reduces collective health claims in a semi-Markov disability model to a lower-dimensional system of non-linear forward integro-differential equations for pricing.
Helwich,Durational effects and non-smooth semi-Markov models in life insurance, Ph.D
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Disability insurance with collective health claims: A mean-field approach
A mean-field approximation reduces collective health claims in a semi-Markov disability model to a lower-dimensional system of non-linear forward integro-differential equations for pricing.