Discrete Time Markov Reward Processes a Motor Car Insurance Example

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ISSN Print: 2150-4059
ISSN Online: 2150-4067
www.scirp.org/journal/ti
E-mail: ti@scirp.org

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"Discrete Time Markov Reward Processes a Motor Car Insurance Example"
written by Guglielmo D’ Amico, Jacques Janssen, Raimondo Manca,
published by Technology and Investment, Vol.1 No.2, 2010

has been cited by the following article(s):

[1]	The study of basic risk processes by discrete-time non-homogeneous Markov processes
	2018

[2]	ÐIÂÍÎÌIÐÍÀ ÖÃÒ ÄËß ÅÌÏIÐÈ× ÍÎ ÎÖIÍÊÈ ÍÀÏIÂÌÀÐÊÎÂÑÜÊÎÃÎ ßÄÐÀ, IÍÄÅÊÑÎÂÀÍÎÃÎ ÔÓÊÖIßÌÈ, ÇÀÄÀÍÎÃÎ ÍÀ ÇÀÃÀËÜÍÎÌÓ ÏÐÎÑÒÎÐI ÑÒÀÍIÂ
	2017

[1]	Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits Annals of Finance, 2023 DOI:10.1007/s10436-022-00422-x

[2]	Cost of Diffusion: Nonlinearity and Giant Fluctuations Physical Review Letters, 2023 DOI:10.1103/PhysRevLett.130.237102

[3]	Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits Annals of Finance, 2023 DOI:10.1007/s10436-022-00422-x

[4]	Nonlinear-cost random walk: Exact statistics of the distance covered for fixed budget Physical Review E, 2023 DOI:10.1103/PhysRevE.108.064122

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