Finite non-homogeneous semi-Markov processes: Theoretical and computational aspects

DOI10.1016/0167-6687(84)90057-XzbMath0546.60087OpenAlexW2008436232MaRDI QIDQ797921

Rodolfo De Dominicis, Jacques Janssen

Publication date: 1984

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(84)90057-x

zbMATH Keywords

semi-Markov processessocial security modeltime-homogeneity

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

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Cites Work

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• Regenerative stochastic processes
• A comparison criterion for explosions in point processes
• Processi stocastici semi-markoviani non-omogenei conservativi
• Martingales and ruin in a dynamical risk process
• Markov Renewal Processes with Finitely Many States
• Markov renewal theory
• Markov Renewal Processes: Definitions and Preliminary Properties

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