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Disability Insurance Claims Study by a Homogeneous Discrete Time Alternating Renewal Process

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Modern Problems in Insurance Mathematics

Part of the book series: EAA Series ((EAAS))

Abstract

The discrete time alternating renewal process is a very simple tool that enables the solution of many real life problems. After presenting this tool, we propose its application to compute the mean number of claims for a temporary disability insurance contract. The algorithm and an example of its application will also be provided.

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References

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Author information

Authors and Affiliations

  1. Universitá “G. d’Annunzio” di Chieti, Chieti, Italy

    Guglielmo D’Amico

  2. University “Guglielmo Marconi”, Roma, Italy

    Fulvio Gismondi

  3. Université Libre de Bruxelles, Brussels, Belgium

    Jacques Janssen

  4. Universitá di Roma “La Sapienza”, Roma, Italy

    Raimondo Manca

Authors
  1. Guglielmo D’Amico
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  2. Fulvio Gismondi
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  3. Jacques Janssen
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  4. Raimondo Manca
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Corresponding author

Correspondence to Guglielmo D’Amico .

Editor information

Editors and Affiliations

  1. Department of Mathematics Professor of Mathematical Statistics, Stockholm University, Stockholm, Sweden

    Dmitrii Silvestrov

  2. Department of Mathematics Professor in Mathematical Statistics, Stockholm University, Stockholm, Sweden

    Anders Martin-Löf

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D’Amico, G., Gismondi, F., Janssen, J., Manca, R. (2014). Disability Insurance Claims Study by a Homogeneous Discrete Time Alternating Renewal Process. In: Silvestrov, D., Martin-Löf, A. (eds) Modern Problems in Insurance Mathematics. EAA Series. Springer, Cham. https://doi.org/10.1007/978-3-319-06653-0_12

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