We relax the conditions for measures in our previous paper [Analytic characterizations of gaugeability for generalized Feynman-Kac functionals ( 2016) Preprint] on analytic characterizations of (conditional) gaugeability for generalized Feynman-Kac functionals in the framework of symmetric Markov processes. The analytic characterization is also equivalent to the maximum principle for generalized Feynman-Kac semigroups, extending the result by Takeda [The bottom of the spectrum of timechanged processes and the maximum principle of Schrödinger operators ( 2015) Preprint].
In this article, we provide an actuarial model expected to be able to help financial arrangements to cover losses due to the outbreak of coronavirus disease (COVID-19). We construct the dynamical models of premium and benefit based on generalized SEIR (Susceptible-Exposed-Infected-Recovered). Based on its dynamical model, we formulate the premium and the premium reserves on hospitalization and death benefits of the COVID-19 insurance.
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