Numerical treatment of homogeneous semi-Markov processes in transient case: A straightforward approach
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Publication:596507
DOI10.1023/B:MCAP.0000017715.28371.85zbMath1044.60086OpenAlexW2071134482MaRDI QIDQ596507
Jacques Janssen, Gianfranco Corradi, Raimondo Manca
Publication date: 10 August 2004
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:mcap.0000017715.28371.85
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods for integral equations (65R20) Markov renewal processes, semi-Markov processes (60K15) Volterra integral equations (45D05)
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