Hi, how would your answer to (ii) change if there was a transition from Critically ill to healthy? I realize in this case they just used the holding probabilities and the non-holding interchangeably since no return is possible.

Also, if there was no limit on the bounds i.e. if they asked for the probability of the policyholder becoming ill in the future (no age specified) would the last probability (staying in state 1) have a term of infinity? (infP:t+25)