Pierre Vallois

affiliation not provided to SSRN

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A Claims Persistence Process and Insurance

Insurance: Mathematics and Economics, Vol. 44, No. 3, 2009
Number of pages: 22 Posted: 16 Jul 2009
Charles S. Tapiero and Pierre Vallois
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering and affiliation not provided to SSRN
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Citation 3

Abstract:

Random walk, Persistence, Insurance claims, Value at risk