The accumulated claim process is the summed total of all claims starting from time t. The semi-Markov environment, at authors’ opinion, is able to follow the evolution of this process. In the paper a continuous time non-homogeneous semi-Markov model with a denumerable set of states will be used to follow the stochastic evolution of the accumulated claim process.

A Non-Homogeneous Continuous Time Semi-Markov Model for the Study of Accumulated Claim Process

DI BIASE, Giuseppe;
2010-01-01

Abstract

The accumulated claim process is the summed total of all claims starting from time t. The semi-Markov environment, at authors’ opinion, is able to follow the evolution of this process. In the paper a continuous time non-homogeneous semi-Markov model with a denumerable set of states will be used to follow the stochastic evolution of the accumulated claim process.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11564/143472
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