Polynomials, random walks and risk processes: a multivariate framework

DOI10.1080/17442508.2016.1215449MaRDI QIDQ2833719zbMATH OpenOpenAlexFDO

Authors Philippe Picard, Claude Lefèvre

Publication date 25 November 2016

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2016.1215449

zbMATH Keywords

Abel-Gontcharoff polynomialsconstrained random walkmultivariate Appell polynomialsmultigroup epidemic modelmultiline insurance model

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Epidemiology (92D30) Sums of independent random variables; random walks (60G50) Appell, Horn and Lauricella functions (33C65)

Recommendations

• Risk models in insurance and epidemics: a bridge through randomized polynomials
• Appell pseudopolynomials and Erlang-type risk models
• Practical approximations for multivariate characteristics of risk processes
• The Pólya-Aeppli process and ruin problems
• Probabilistic approach to Appell polynomials

Cited in

(3)

• Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities
• Risk models in insurance and epidemics: a bridge through randomized polynomials
• A chain binomial epidemic with asymptomatics motivated by COVID-19 modelling

This page was built for publication: Polynomials, random walks and risk processes: a multivariate framework

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2833719)