RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS

DOI10.1017/S0269964815000066zbMath1414.91212OpenAlexW2314626255MaRDI QIDQ5358047

Philippe Picard, Claude Lefèvre

Publication date: 19 September 2017

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964815000066

zbMATH Keywords

insuranceepidemicsAppell polynomialsrisk modelsAbel-Gontcharoff polynomialsrandomized polynomials

Mathematics Subject Classification ID

Related Items (15)

Boundary crossing of order statistics point processes ⋮ Delta operators, power series distributions and recursions for compound sums ⋮ Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities ⋮ Duality in ruin problems for ordered risk models ⋮ Final outcomes and disease insurance for a controlled epidemic model ⋮ Distributional study of finite-time ruin related problems for the classical risk model ⋮ Schur-constant and related dependence models, with application to ruin probabilities ⋮ A chain binomial epidemic with asymptomatics motivated by COVID-19 modelling ⋮ On the outcome of epidemics with detections ⋮ A general approach to the integral functionals of epidemic processes ⋮ Two-sided exit problems in the ordered risk model ⋮ Approximating the probability density function of a transformation of random variables ⋮ Fraud risk assessment within blockchain transactions ⋮ More for less insurance model: an alternative to (re)insurance ⋮ On the Profitability of Selfish Blockchain Mining Under Consideration of Ruin

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