On the risk of ruin in a SIS type epidemic

DOI10.1007/S11009-021-09924-ZMaRDI QIDQ2152247zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Ruin problems for epidemic insurance
• Epidemic risk and insurance coverage
• Risk models in insurance and epidemics: a bridge through randomized polynomials
• Final outcomes and disease insurance for a controlled epidemic model
• Actuarial applications of epidemiological models

Cites work

• scientific article; zbMATH DE number 1307590 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
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• Epidemic risk and insurance coverage
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• Generalizations of some stochastic epidemic models
• Hitting probabilities and hitting times for stochastic fluid flows
• Insurance risk and ruin.
• On the Time to Extinction in Recurrent Epidemics
• Quasi-stationary distributions for discrete-state models
• Ruin probabilities
• Ruin problems for epidemic insurance
• Stochastic epidemic models and their statistical analysis
• 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)

• Epidemic risk and insurance coverage
• Final outcomes and disease insurance for a controlled epidemic model
• Risk models in insurance and epidemics: a bridge through randomized polynomials
• Fair insurance premium rate in connected SEIR model under epidemic outbreak
• Ruin problems for epidemic insurance

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