Stochastic cash flows modelled by homogeneous and non-homogeneous discrete time backward semi-Markov reward processes

The main aim of this paper is to give a systematization on the stochastic cash flows evolution. The tools that are used for this purpose are discrete time semi-Markov reward processes. The paper is directed not only to semi-Markov researchers but also to a wider public, presenting a full treatment o...

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Detalhes bibliográficos
Autores: Gismondi, Fulvio, Janssen, Jacques, Manca, Raimondo, Volpe di Prignano, Ernesto
Tipo de documento: artigo
Data de publicação:2014
País:España
Recursos:Universitat Autònoma de Barcelona
Repositório:Dipòsit Digital de Documents de la UAB
Idioma:inglês
OAI Identifier:oai:ddd.uab.cat:128128
Acesso em linha:https://ddd.uab.cat/record/128128
Access Level:Acceso aberto
Palavra-chave:Stochastic cash flows
Insurance contracts
Discrete time backward semi-Markov processes
Reward processes
Homogeneous and non-homogeneous processes
Descrição
Resumo:The main aim of this paper is to give a systematization on the stochastic cash flows evolution. The tools that are used for this purpose are discrete time semi-Markov reward processes. The paper is directed not only to semi-Markov researchers but also to a wider public, presenting a full treatment of these tools both in homogeneous and non-homogeneous environment. The main result given in the paper is the natural correspondence of the stochastic cash flows with the semiMarkov reward processes. Indeed, the semi-Markov environment gives the possibility to follow a multi-state random system in which the randomness is not only in the transition to the next state but also in the time of transition. Furthermore, rewards permit the introduction of a financial environment into the model. Considering all these properties, any stochastic cash flow can be naturally modelled by means of semi-Markov reward processes. The backward case offers the possibility of considering in a complete way the duration inside a state of the studied system and this fact can be very useful in the evaluation of insurance contracts.