Stochastic risk models. II

MaRDI QIDQ3170448zbMATH OpenFDO

Authors Gheorghe Oprişan

Publication date 27 September 2011

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)

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

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)