Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models
From MaRDI portal
Publication:3155287
DOI10.1081/STA-120028692zbMath1114.60327OpenAlexW1979316399MaRDI QIDQ3155287
Raimondo Manca, Jacques Janssen, Alessandro Blasi
Publication date: 14 January 2005
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-120028692
Related Items
Determinants of birth-intervals in Algeria: a semi-Markov model analysis ⋮ The Augmented Semi-Markov System in Continuous Time ⋮ Valuing credit default swap in a non-homogeneous semi-Markovian rating based model ⋮ Stability analysis and stabilization of discrete-time non-homogeneous semi-Markov jump linear systems: a polytopic approach ⋮ Age-usage semi-Markov models ⋮ Numerical bounds for semi-Markovian quantities and application to reliability ⋮ Single-use reliability computation of a semi-Markovian system. ⋮ A stochastic model for the HIV/AIDS dynamic evolution ⋮ An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance ⋮ Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models ⋮ The crossing barrier of a non-homogeneous semi-Markov chain ⋮ Numerical solution to stochastic partial differential equation with variable repair rate ⋮ Semi-Markov reliability models with recurrence times and credit rating applications ⋮ The augmented semi-Markov system and its asymptotic behaviour ⋮ ROCOF of higher order for semi-Markov processes ⋮ Homogeneous semi-Markov reliability models for credit risk management
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Finite non-homogeneous semi-Markov processes: Theoretical and computational aspects
- Dependability for systems with a partitioned state space: Markov and semi-Markov theory and computational implementation
- Regenerative stochastic processes
- An algorithmic approach to non-homogeneous semi-markov processes
- Non-homogeneous semi-Markov systems and maintainability of the state sizes
- Markov Renewal Processes with Finitely Many States
- Numerical solution of non-homogeneous semi-Markov processes in transient case