On the risk of ruin in a SIS type epidemic

DOI10.1007/S11009-021-09924-ZzbMATH Open1489.91223OpenAlexW4206114872MaRDI QIDQ2152247FDOQ2152247

Claude Lefèvre, Matthieu Simon

Publication date: 7 July 2022

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-021-09924-z

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zbMATH Keywords

insurance coveragebirth-and-death epidemic modelBrownian regenerative processruin statistics

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Actuarial mathematics (91G05) Epidemiology (92D30)

Cites Work

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• A threshold limit theorem for the stochastic logistic epidemic
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• Approximating time to extinction for endemic infection models
• Dividends with tax and capital injection in a spectrally negative Lévy risk model
• Actuarial Applications of Epidemiological Models
• Epidemic risk and insurance coverage
• Ruin problems for epidemic insurance
• Insurance Risk and Ruin
• Epidemic Compartmental Models and Their Insurance Applications
• Stochastic Epidemic Models with Inference

Cited In (1)

• Ruin problems for epidemic insurance

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