Polynomials, random walks and risk processes: a multivariate framework

DOI10.1080/17442508.2016.1215449zbMATH Open1370.60087OpenAlexW2528094279MaRDI QIDQ2833719FDOQ2833719

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

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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)

Cited In (3)

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

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