Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/31064 
Erscheinungsjahr: 
2004
Schriftenreihe/Nr.: 
Discussion Paper No. 393
Verlag: 
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen, München
Zusammenfassung: 
In this paper we model the life-history of LTC patients using a Markovian multi-state model in order to calculate premiums for a given LTC-plan. Instead of estimating the transition intensities in this model we use the approach suggested by Andersen et al. (2003) for a direct estimation of the transition probabilities. Based on the Aalen-Johansen estimator, an almost unbiased estimator for the transition matrix of a Markovian multi-state model, we calculate so-called pseudo-values, known from Jackknife methods. Further, we assume that the relationship between these pseudo-values and the covariates of our data are given by a GLM with the logit as link-function. Since the GLMs do not allow for correlation between successive observations we use instead the Generalized Estimating Equations (GEEs) to estimate the parameters of our regression model. The approach is illustrated using a representative sample from a German LTC portfolio.
Schlagwörter: 
Markovian Multi-State Model
Transition Probabilities
Aalen-Johansen Estimator
Pseudo-Values
GLM
GEE
LTC
Premium
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Dokumentart: 
Working Paper

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