On the Evolution and Asymptotic Analysis of Open Markov Populations: Application to Consumption Credit

DOI10.1080/15326349.2014.912947zbMath1320.60128OpenAlexW2014322866WikidataQ58389597 ScholiaQ58389597MaRDI QIDQ3191885

José Manoel Fernandes, Manuel L. Esquível, Gracinda R. Guerreiro

Publication date: 25 September 2014

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2014.912947

zbMATH Keywords

Markov chainsparameter inferenceopen populationsconsumption credit

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Credit risk (91G40) Parametric inference and fuzziness (62F86)

Related Items (2)

Laws of large numbers for non-homogeneous Markov systems with arbitrary transition probability matrices ⋮ From ODE to open Markov chains, via SDE: an application to models for infections in individuals and populations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A model for open populations subject to periodical re-classifications
• Asymptotic behavior of nonhomogeneous semi-Markov systems
• Bonus systems in an open portfolio.
• MATRIX ANALYSIS OF THE CASH FLOWS AND RESERVES OF A LIFE OFFICE
• Application of matrix methods to pension funds
• A semi-Markov model for a multigrade population with Poisson recruitment
• On the limiting behaviour of a non-homogeneous Markovian manpower model with independent Poisson input
• Asymptotic behavior of Markov systems
• A continuous-time population model with poisson recruitment
• A note on the limiting behaviour of discrete-time Markovian manpower models with inhomogeneous independent Poisson input
• Continuous-time stochastic models of a multigrade population
• The evolution of the theory of non-homogeneous Markov systems
• Stationarity of a stochastic population flow model
• STATISTICAL APPROACH FOR OPEN BONUS MALUS
• On the use of the direct matrix product in analysing certain stochastic population models
• Stationary distributions of open Markov processes in discrete time with application to hospital planning
• Control of asymptotic variability in non-homogeneous Markov systems
• Mathematical analysis I. Transl. from the 4th Russian edition by Roger Cooke

This page was built for publication: On the Evolution and Asymptotic Analysis of Open Markov Populations: Application to Consumption Credit