scientific article
From MaRDI portal
Publication:3866218
zbMath0429.15007MaRDI QIDQ3866218
L. C. G. Rogers, Martin T. Barlow, David Williams
Publication date: 1980
Full work available at URL: http://www.numdam.org/item?id=SPS_1980__14__324_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Factorization of matrices (15A23) Matrix equations and identities (15A24) Canonical forms, reductions, classification (15A21) Stochastic matrices (15B51)
Related Items (17)
Ladder height distributions with marks ⋮ A fluctuation theory for Markov chains ⋮ Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application ⋮ Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains ⋮ \(LU\)-factorization versus Wiener-Hopf factorization for Markov chains ⋮ Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier ⋮ Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility ⋮ The tax identity for Markov additive risk processes ⋮ A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process ⋮ A peculiar two point boundary value problem ⋮ First-passage times of regime switching models ⋮ Erlangian Approximations for Finite-Horizon Ruin Probabilities ⋮ A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation ⋮ Structural pricing of CoCos and deposit insurance with regime switching and jumps ⋮ Conditioning an additive functional of a Markov chain to stay nonnegative. I. Survival for a long time ⋮ Pricing and hedging defaultable participating contracts with regime switching and jump risk ⋮ Further results for semiregenerative phenomena
This page was built for publication: