Impact of the stress factor on the price of widow’s pensions. Proofs

DOI10.1090/tpms/979zbMath1348.60111OpenAlexW2495453844WikidataQ113822480 ScholiaQ113822480MaRDI QIDQ2817043

Vitaliy Golomoziy, N. V. Kartashov, Yu. M. Kartashov

Publication date: 29 August 2016

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/979

zbMATH Keywords

life insurancediscrete Markov chainsmaximal couplingstress factor

Mathematics Subject Classification ID

Related Items (5)

Stability of functionals of perturbed Markov chains under the condition of uniform minorization ⋮ An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists ⋮ Maximal coupling and $V$-stability of discrete nonhomogeneous Markov chains ⋮ An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains ⋮ On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence

Cites Work

• Markov chains and stochastic stability
• Maximal coupling procedure and stability of discrete Markov chains. I
• Maximal coupling procedure and stability of discrete Markov chains. II
• The Impact of Stress Factors on the Price of Widow’s Pensions
• A subgeometric estimate of the stability for time-homogeneous Markov chains
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