PREMIUM PRICING IN HEALTH INSURANCE BY NELSON- AALEN ESTIMATOR
Abstract: In this paper the
using of Nelson Aalen estimators are presented to estimate transition
probabilities of multistate model. Based on discrete time Markov, we will get
transition matrices which the elements
are transition probabilities from Nelson Aalen estimator. Because of the data
that used in the construction of transition matrices are person’s health
histories, then it can be seen as a morbidity value, which can be used to
premium pricing.
Key words: Markov process,
multistate model, Nelson Aalen, transition probability
Penulis: Najmah Istikaanah
Note: Jurnal dalam bahasa Indonesia
Kode Jurnal: jppendidikandd110082
