scholarly journals On the asymptotics of the probability to stay above a non-increasing boundary for a non-homogeneous compound renewal process

2021 ◽  
Vol 18 (2) ◽  
pp. 1667-1688
Author(s):  
A. D. Shelepova ◽  
A. I. Sakhanenko
Keyword(s):  
Renewal Process ◽  
Compound Renewal Process

scholarly journals Homogeneous Discrete Time Alternating Compound Renewal Process: A Disability Insurance Application

2015 ◽  
Vol 2015 ◽  
pp. 1-13
Author(s):  
Guglielmo D’Amico ◽  
Fulvio Gismondi ◽  
Jacques Janssen ◽  
Raimondo Manca
Keyword(s):  
Discrete Time ◽  
Renewal Process ◽  
Real Life ◽  
Disability Insurance ◽  
Insurance Contract ◽  
Compound Renewal Process ◽  
Simple Tool ◽  
Life Problems ◽  
Alternating Renewal Process

Discrete time alternating renewal process is a very simple tool that permits solving many real life problems. This paper, after the presentation of this tool, introduces the compound environment in the alternating process giving a systematization to this important tool. The claim costs for a temporary disability insurance contract are presented. The algorithm and an example of application are also provided.

Sign in / Sign up

Export Citation Format

Share Document