Disability insurance claims are often affected by lengthy reporting delays and adjudication processes. The classic multistate life insurance modeling framework is ill-suited to handle such information delays since the cash flow and available information can no longer be based on the biometric multistate process determining the contractual payments. We propose a new individual reserving model for disability insurance schemes which describes the claim evolution in real-time. Under suitable independence assumptions between the available information and the underlying biometric multistate process, we show that these new reserves may be calculated as natural modifications of the classic reserves. We propose suitable parametric estimators for the model constituents and a real data application shows the practical relevance of our concepts and results.

翻译：残疾保险索赔通常受到冗长的报告延迟和裁决流程的影响。经典的多状态寿险建模框架难以处理此类信息延迟，因为现金流和可用信息不再能基于决定合同支付的生物特征多状态过程。我们针对残疾保险计划提出了一种新的个体准备金模型，该模型实时描述索赔演变。在可用信息与潜在生物特征多状态过程之间适当的独立性假设下，我们证明这些新准备金可计算为经典准备金的自然修正。我们为模型组成部分提出了合适的参数估计量，并通过实际数据应用展示了我们概念与结果的实践意义。