Autori
Debicka, Joanna
Zmyslona, Beata

Titolo
Modelling of lung cancer survival data for critical illnessinsurances
Periodico
Statistical methods & applications : Journal of the Italian Statistical Society
Anno: 2019 - Volume: 28 - Fascicolo: 4 - Pagina iniziale: 723 - Pagina finale: 747

Modelling of critical illness survival data, being primary developed in the context of,e.g. health insurance contracts, also plays an important role in the currently analysedproblems related to secondary insurance market. The aim of this contribution is two-fold. In the first part we describe how to construct a multiple state model for criticalillness insurances, which takes into account that a probability of death for a dreaddisease sufferer depends on the duration of the disease and the survival probabilitiesare related to the disease stage. Then, in the second part, we focus on modelling ofthe probabilistic structure of the analysed model for a particular case of dread disease.Based on the actual data for the Lower Silesian Voivodship in Poland, we estimatethe transition probabilities for the derived model in case of the risk of lung cancer.For this purpose we use the methodology developed for the construction of multi-state life tables, such as binomial, Poisson and ordinal logistic regression models. Theobtained results can be directly used to build the multiple increment–decrement tables,which are useful to valuation not only critical illness insurances and life insuranceswith accelerated death benefits option but also to viatical settlement contracts andhealth-related expenses



SICI: 1618-2510(2019)28:4<723:MOLCSD>2.0.ZU;2-L

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