A claims persistence process and insurance

DOI10.1016/J.INSMATHECO.2008.11.009zbMATH Open1162.91441OpenAlexW3125754714MaRDI QIDQ1023097FDOQ1023097

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

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zbMATH Keywords

random walkvalue at riskpersistenceinsurance claims

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

• Title not available (Why is that?)
• Random walk with persistence and external bias
• Title not available (Why is that?)
• Some applications of persistent random walks and the telegrapher's equation
• Persistent random walks in random environment

Cited In (2)

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

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