Asymptotics for the sum of three state Markov dependent random variables
Work
Year: 2018
Type: article
Abstract: The insurance model when the amount of claims depends on the state of the insured person (healthy, ill, or dead) and claims are connected in a Markov chain is investigated. The signed compound Poisson... more
Authors Gabija Liaudanskaitė, V. Čekanavičius
Institution Vilnius University
Cites: 22
Cited by: 1
Related to: 10
FWCI: 0.192
Citation percentile (by year/subfield): 46.72
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: diamond