英文标题：
《Premium valuation for a multiple state model containing manifold
premium-paid states》
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作者：
Joanna D\\k{e}bicka, Beata Zmy\\\'slona
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最新提交年份：
2017
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英文摘要：
The aim of this contribution is to derive a general matrix formula for the net period premium paid in more than one state. For this purpose we propose to combine actuarial technics with the graph optimization methodology. The obtained result is useful for example to more advanced models of dread disease insurances allowing period premiums paid by both healthy and ill person (e.g. not terminally yet). As an application, we provide analysis of dread disease insurances against the risk of lung cancer based on the actual data for the Lower Silesian Voivodship in Poland.
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中文摘要：
这一贡献的目的是推导出在多个州支付的净期保费的通用矩阵公式。为此，我们建议将精算技术与图优化方法相结合。所获得的结果对于更先进的可怕疾病保险模型非常有用，例如，允许健康人和患者支付期限保费（例如，尚未终止）。作为一个应用，我们根据波兰下西里西亚Voivodship的实际数据，提供可怕疾病保险对肺癌风险的分析。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Mathematical Finance 数学金融学
分类描述：Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法，包括随机、概率和泛函分析、代数、几何和其他方法
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一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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