肺癌生存数据模型在重大疾病保险中的应用
Modelling of lung cancer survival data for critical illness insurances
摘要：
我们推导出一个一般的多重状态模型的重大疾病保险。与经典模型相反，我们考虑到，一个可怕的疾病患者的死亡概率可能取决于疾病的持续时间，与严重疾病相关的福利支付不仅取决于诊断，而且还取决于疾病的阶段。我们应用引入的模型来分析针对肺癌风险的重大疾病保险。根据波兰下西里西亚省的实际数据，我们估计的转移矩阵，相关的离散时间马尔可夫模型。所得到的模型的概率结构不仅可以直接用于重大疾病保险和具有加速死亡给付选择权的人寿保险的费用计算，而且可以用于动态结算合同的费用计算。
英文摘要：
We derive a general multiple state model for critical illness insurances. In contrast to the classical model, we take into account that the probability of death for a dread disease sufferer may depend on the duration of the disease, and the payment of benefits associated with a severe disease depends not only on the diagnosis but also on the disease stage. We apply the introduced model to the analysis of a critical illness insurance against the risk of lung cancer. Based on the real data for the Lower Silesian Voivodship in Poland, we estimate the transition matrix, related to the discrete-time Markov model. The obtained probabilistic structure of the model can be directly used to cost not only critical illness insurances and life insurances with accelerated death benefits option, but also to viatical settlement contracts.
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