Asymptotics for the sum of three state Markov dependent random variables

10 Jan 2020 Liaudanskaitė Gabija Čekanavičius Vydas

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 approximation is applied to the aggregate claims distribution after $n\in \mathbb {N}$ periods... (read more)

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