A claims persistence process and insurance

DOI10.1016/J.INSMATHECO.2008.11.009MaRDI QIDQ1023097zbMATH OpenOpenAlexFDO

Authors Pierre Vallois, Charles S. Tapiero

Publication date 10 June 2009

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2008.11.009

zbMATH Keywords

random walkvalue at riskpersistenceinsurance claims

Mathematics Subject Classification ID

Brownian motion (60J65)

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Cites work

• scientific article; zbMATH DE number 841532 (Why is no real title available?)
• scientific article; zbMATH DE number 2188756 (Why is no real title available?)
• Persistent random walks in random environment
• Random walk with persistence and external bias
• Some applications of persistent random walks and the telegrapher's equation

Cited in

(2)

• Probabilistic models for medical insurance claims
• Analysis of an aggregate loss model in a Markov renewal regime

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