A claims persistence process and insurance
type: Item
instance of: scholarly article
title: A claims persistence process and insurance
zbMATH Open document ID: 1162.91441
author: Pierre Vallois
author: Charles S. Tapiero
published in: Insurance Mathematics \& Economics
publication date: 2009-06-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 5563935
zbMATH Keywords: random walk
zbMATH Keywords: persistence
zbMATH Keywords: insurance claims
zbMATH Keywords: value at risk
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2008.11.009
OpenAlex ID: W3125754714
cites work: Persistent random walks in random environment
cites work: Q5461830
cites work: Random walk with persistence and external bias
cites work: Q4863397
cites work: Some applications of persistent random walks and the telegrapher's equation
DOI: 10.1016/J.INSMATHECO.2008.11.009
description: scientific article; zbMATH DE number 5563935