Stochastic risk models. II

zbMATH Open1240.91058MaRDI QIDQ3170448FDOQ3170448

Authors: Gheorghe Oprişan 

Publication date: 27 September 2011

Recommendations

• Discrete time homogeneous Markov processes for the study of the basic risk processes
• Markovian risk process
• Stochastic risk models. I
• A Markov Risk Model with Two Classes of Insurance Business
• Asymptotic results for the risk process based on marked point processes

zbMATH Keywords

additive functionallimit theoremsMarkov renewal processesaggregate claimscollective risk

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cited In (5)

• A non-homogeneous continuous time semi-Markov model for the study of accumulated claim process
• Stochastic risk models. I
• Analysis of an aggregate loss model in a Markov renewal regime
• The study of basic risk processes by discrete-time non-homogeneous Markov processes
• Discrete time homogeneous Markov processes for the study of the basic risk processes

This page was built for publication: Stochastic risk models. II

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3170448)