Cordeiro (2002a) has presented a multiple state model for Income Protection (formerly known as Permanent Health Insurance) which enables us to analyse claims by cause of disability. In that paper average claim durations conditioned on recovery have been calculated. Since, when an Income Protection claim is reported, the insurance company never knows whether it will end in recovery, in death or in expiry, to analyse only average claim durations conditioned on recovery could be misleading,

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... ly for the people responsible for the claims control process. The main purpose of this paper is to calculate average claim durations conditioned on death and average claim durations not conditioned on any particular mode of claim termination. We calculate these claim durations for different deferred periods, causes of disability and ages at the beginning of sickness and we analyse the results obtained.