On multiple counting processes with the Markov property

DOI10.1016/0167-6687(82)90012-9zbMath0493.60076OpenAlexW2008948390MaRDI QIDQ1168648

K. Jansen, J. Haezendonck

Publication date: 1982

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(82)90012-9

zbMATH Keywords

infinitesimal generatorcounting processsemi-group of operators

Mathematics Subject Classification ID

Groups and semigroups of linear operators (47D03) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

Cites Work

• Unnamed Item
• Parameter estimation in some credibility models
• A hierarchical credibility regression model
• Recursive credibility estimation
• Two classes of covariance matrices giving simple linear forecasts

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