2023
DOI: 10.22271/maths.2023.v8.i1b.932
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On the formulation of a stochastic model for an accumulated claim amount under renewal risk process

Abstract: Traditionally an Insurance risk process is characterised by claim process using renewal process assuming claim amount is independent of inter claim time. It is usually modelled as a stochastic process such as Compound Poisson Process. It is also assumed that the premium amount is proportional to the time we refer with each claim. Depending upon the type of portfolio, the insurer can make a variety of different assumptions on the sequence of inter occurrence times and accumulated claim amount as well. In this p… Show more

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