Generovanie stochastických modelov zdravotného poistenia s podporou open source systému Maxima

Authors

  • Jozef Fecenko Katedra matematiky a aktuárstva Fakulta hospodárskej informatiky
  • Lea Škrovánková

Keywords:

health insurance, multistate models, Markov processes, matrix of transition, matrix of transition intensity, Maxima open source system

Abstract

The paper focuses on the study of stochastic models in health insurance, especially on the use of Markov processes. This issue is also becoming important in view of the disease pandemic on Covid-19. The main result of the paper is the program code in the open source system Maxima for generating stochastic models of multistate models of health insurance. Its versatility is that it can generate the mentioned models in the form of a system of differential equations with initial conditions and its solution in the mentioned software.

References

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Published

2020-12-14