Discrete Time Homogeneous Markov Processes for the Study of the Basic Risk Processes
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| 001 | 605519889 | ||
| 003 | CHVBK | ||
| 005 | 20210128100732.0 | ||
| 007 | cr unu---uuuuu | ||
| 008 | 210128e20151201xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.1007/s11009-014-9416-5 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s11009-014-9416-5 | ||
| 245 | 0 | 0 | |a Discrete Time Homogeneous Markov Processes for the Study of the Basic Risk Processes |h [Elektronische Daten] |c [Guglielmo D'Amico, Fulvio Gismondi, Jacques Janssen, Raimondo Manca] |
| 520 | 3 | |a In this paper Markov models useful for following the time evolution of the aggregate claim amount and the claim number in the homogeneous time environment are presented. More precisely the homogeneous Markov reward processes in both discounted and not discounted cases are applied to solve the aggregate claim amount and the claim number processes respectively. In the last section the application of the proposed models is presented. Two different real-world databases are mixed for the construction of input data. | |
| 540 | |a Springer Science+Business Media New York, 2014 | ||
| 690 | 7 | |a Aggregate claim amount process |2 nationallicence | |
| 690 | 7 | |a Claim number |2 nationallicence | |
| 690 | 7 | |a Markov chains |2 nationallicence | |
| 690 | 7 | |a Reward processes |2 nationallicence | |
| 690 | 7 | |a Homogeneity |2 nationallicence | |
| 700 | 1 | |a D'Amico |D Guglielmo |u Dipartimento di Farmacia, Università G. d'Annunzio di Chieti, via dei Vestini, 31, 66013, Chieti, Italy |4 aut | |
| 700 | 1 | |a Gismondi |D Fulvio |u University Guglielmo Marconi, Via Plinio, 44, 00193, Roma, Italy |4 aut | |
| 700 | 1 | |a Janssen |D Jacques |u Honorary professor at the Solvay Business School Universitè Libre de Bruxelles, Bruxelles, Belgium |4 aut | |
| 700 | 1 | |a Manca |D Raimondo |u Dipartimento di Metodi e modelli per l'Economia, il Territorio e la Finanza, Università di Roma La Sapienza, via del Castro Laurenziano 9, 00161, Roma, Italy |4 aut | |
| 773 | 0 | |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/4(2015-12-01), 983-998 |x 1387-5841 |q 17:4<983 |1 2015 |2 17 |o 11009 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s11009-014-9416-5 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s11009-014-9416-5 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a D'Amico |D Guglielmo |u Dipartimento di Farmacia, Università G. d'Annunzio di Chieti, via dei Vestini, 31, 66013, Chieti, Italy |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Gismondi |D Fulvio |u University Guglielmo Marconi, Via Plinio, 44, 00193, Roma, Italy |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Janssen |D Jacques |u Honorary professor at the Solvay Business School Universitè Libre de Bruxelles, Bruxelles, Belgium |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Manca |D Raimondo |u Dipartimento di Metodi e modelli per l'Economia, il Territorio e la Finanza, Università di Roma La Sapienza, via del Castro Laurenziano 9, 00161, Roma, Italy |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/4(2015-12-01), 983-998 |x 1387-5841 |q 17:4<983 |1 2015 |2 17 |o 11009 | ||