Regime-Switching Periodic Models For Claim Counts

DOI10.1080/10920277.2006.10597424zbMath1480.91225OpenAlexW2018523504MaRDI QIDQ5018748

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Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://spectrum.library.concordia.ca/6637/1/2_04_Lu_Garrido.pdf

Mathematics Subject Classification ID

Stochastic processes (60G99) Actuarial mathematics (91G05)

Related Items (3)

Risk models with dependence between claim occurrences and severities for Atlantic hurricanes ⋮ A non-parametric estimator for the doubly periodic Poisson intensity function ⋮ The order-statistic claim process with dependent claim frequencies and severities

Cites Work

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• Doubly periodic non-homogeneous Poisson models for hurricane data
• Aspects of risk theory
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• Trend analysis and prediction procedures for time nonhomogeneous claim processes
• Finite-time Lundberg inequalities in the Cox case
• Exponential inequalities for ruin probabilities in the Cox case
• Martingales and insurance risk
• Estimation of the Lundberg coefficient for a Markov modulated risk model
• Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality
• Risk theory in a Markovian environment
• Lundberg inequalities for a Cox model with a piecewise constant intensity
• On A Surplus Process Under A Periodic Environment

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