On the risk of ruin in a SIS type epidemic

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

Authors: Matthieu Simon, Claude Lefèvre 

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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• Actuarial applications of epidemiological models
• Epidemic risk and insurance coverage
• Ruin problems for epidemic insurance
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• Epidemic compartmental models and their insurance applications
• Stochastic epidemic models with inference. Lectures given at the ICPAM/CIMPA school on stochastic models of epidemics, Ziguinchor, Senegal, December 5--16, 2015

Cited In (5)

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• Final outcomes and disease insurance for a controlled epidemic model
• Risk models in insurance and epidemics: a bridge through randomized polynomials

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