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Discrete Time Homogeneous Markov Processes for the Study of the Basic Risk Processes

机译:离散时间齐次马尔可夫过程用于基本风险过程的研究

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摘要

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.
机译:在本文中,提出了可用于跟踪齐次时间环境中总索赔额和索赔数量随时间变化的马尔可夫模型。更准确地说,在折价和非折价情况下均质Markov奖励过程分别用于解决总索赔额和索赔编号过程。在最后一部分中,介绍了所提出模型的应用。混合了两个不同的现实世界数据库来构建输入数据。

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