A method for calculating the implied no-recovery three-state transition matrix using observable population mortality incidence and disability prevalence rates among the elderly

Lim, William; Khemka, Gaurav; Pitt, David; Browne, Bridget

doi:10.1007/s12546-019-09226-9

Cited by 2 publications

(2 citation statements)

References 85 publications

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“…e incidence matrix method [17] has strong comprehensive evaluation ability when applied to WSN nodes. A separate matrix can be used to replace the specific value of the evaluation index to express the quantitative and direct evaluation relationship.…”

Section: E Incidence Matrix Of Data Node States In the Wsnmentioning

confidence: 99%

Mathematical Modeling of Multiattack Behavior Discrimination in the WSN Based on Incidence Matrix

Wang

2022

Complexity

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The current WSN is vulnerable to a variety of malicious attacks, resulting in the decline of its comprehensive performance. Multihop routing involves a number of safety and privacy issues. Problems such as snooping, sinkhole, manipulation, cloning, wormhole, spoofing, and so on affect the integrity, availability, and confidentiality of the WSNs. Therefore, this paper mainly studies the mathematical modeling of WSN multiattack behavior discrimination based on the incidence matrix. The WSN node model is used to collect relevant data and mark and map the disguised data, so as to determine the characteristics of multiattack behavior and establish the WSN multiattack behavior discrimination model based on the incidence matrix. The experimental results show that the designed multiattack behavior discrimination model can distinguish the attack type according to the characteristics, has high recognition ability, can spend a short time to effectively distinguish the attack behavior, has a low false positive rate, and can effectively improve the antiattack ability of the WSN.

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Section: E Incidence Matrix Of Data Node States In the Wsnmentioning

confidence: 99%

Mathematical Modeling of Multiattack Behavior Discrimination in the WSN Based on Incidence Matrix

Wang

2022

Complexity

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“…For this purpose, we develop a multi-state LTC model (Guibert & Planchet, 2018;Denuit et al, 2019) and derive two pricing approaches for, respectively, expressing both stakeholders' perspectives. In the first approach, we mirror the insurer's viewpoint by determining the actuarial value (Biessy, 2017;Hsieh et al, 2018;Lim et al, 2019). In the second approach, we compute the utility-based value for reflecting the policyholder's perspective (Berketi, 1999;Gatzert et al, 2012a), where we employ condition-based utility functions.…”

Section: Introductionmentioning

confidence: 99%

Valuation of long-term care options embedded in life annuities

et al. 2021

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In most industrialised countries, one of the major societal challenges is the demographic change coming along with the ageing of the population. The increasing life expectancy observed over the last decades underlines the importance to find ways to appropriately cover the financial needs of the elderly. A particular issue arises in the area of health, where sufficient care must be provided to a growing number of dependent elderly in need of long-term care (LTC) services. In many markets, the offering of life insurance products incorporating care options and LTC insurance products is generally scarce. In our research, we therefore examine a life annuity product with an embedded care option potentially providing additional financial support to dependent persons. To evaluate the care option, we determine the minimum price that the annuity provider requires and the policyholder’s willingness to pay for the care option. For the latter, we employ individual utility functions taking account of the policyholder’s condition. We base our numerical study on recently developed transition probability data from Switzerland. Our findings give new and realistic insights into the nature and the utility of life annuity products proposing an embedded care option for tackling the financing of LTC needs.

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A method for calculating the implied no-recovery three-state transition matrix using observable population mortality incidence and disability prevalence rates among the elderly

Cited by 2 publications

References 85 publications

Mathematical Modeling of Multiattack Behavior Discrimination in the WSN Based on Incidence Matrix

Mathematical Modeling of Multiattack Behavior Discrimination in the WSN Based on Incidence Matrix

Valuation of long-term care options embedded in life annuities

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