caa a22 4500 605519889 CHVBK 20210128100732.0 cr unu---uuuuu 210128e20151201xx s 000 0 eng 10.1007/s11009-014-9416-5 doi (NATIONALLICENCE)springer-10.1007/s11009-014-9416-5 Discrete Time Homogeneous Markov Processes for the Study of the Basic Risk Processes [Elektronische Daten] [Guglielmo D'Amico, Fulvio Gismondi, Jacques Janssen, Raimondo Manca] 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. Springer Science+Business Media New York, 2014 Aggregate claim amount process nationallicence Claim number nationallicence Markov chains nationallicence Reward processes nationallicence Homogeneity nationallicence D'Amico Guglielmo Dipartimento di Farmacia, Università G. d'Annunzio di Chieti, via dei Vestini, 31, 66013, Chieti, Italy aut Gismondi Fulvio University Guglielmo Marconi, Via Plinio, 44, 00193, Roma, Italy aut Janssen Jacques Honorary professor at the Solvay Business School Universitè Libre de Bruxelles, Bruxelles, Belgium aut Manca Raimondo 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 aut Methodology and Computing in Applied Probability Springer US; http://www.springer-ny.com 17/4(2015-12-01), 983-998 1387-5841 17:4<983 2015 17 11009 https://doi.org/10.1007/s11009-014-9416-5 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s11009-014-9416-5 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- D'Amico Guglielmo Dipartimento di Farmacia, Università G. d'Annunzio di Chieti, via dei Vestini, 31, 66013, Chieti, Italy aut NATIONALLICENCE 700 1- Gismondi Fulvio University Guglielmo Marconi, Via Plinio, 44, 00193, Roma, Italy aut NATIONALLICENCE 700 1- Janssen Jacques Honorary professor at the Solvay Business School Universitè Libre de Bruxelles, Bruxelles, Belgium aut NATIONALLICENCE 700 1- Manca Raimondo 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 aut NATIONALLICENCE 773 0- Methodology and Computing in Applied Probability Springer US; http://www.springer-ny.com 17/4(2015-12-01), 983-998 1387-5841 17:4<983 2015 17 11009