A claims persistence process and insurance

DOI10.1016/J.INSMATHECO.2008.11.009zbMath1162.91441OpenAlexW3125754714MaRDI QIDQ1023097

Pierre Vallois, Charles S. Tapiero

Publication date: 10 June 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.11.009

zbMATH Keywords

persistencerandom walkvalue at riskinsurance claims

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (1)

Analysis of an aggregate loss model in a Markov renewal regime

Cites Work

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• Persistent random walks in random environment
• Some applications of persistent random walks and the telegrapher's equation
• Random walk with persistence and external bias

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