A non-homogeneous continuous time semi-Markov model for the study of accumulated claim process
From MaRDI portal
Publication:973023
DOI10.1007/s11009-009-9138-2zbMath1193.60104OpenAlexW1987099126MaRDI QIDQ973023
Jacques Janssen, Raimondo Manca, Giuseppe Di Biase
Publication date: 28 May 2010
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-009-9138-2
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Numerical bounds for semi-Markovian quantities and application to reliability
- Semi-Markov Risk Models for Finance, Insurance and Reliability
- Stationarity Equations in Continuous Time Markov Chains
- Applied Semi-Markov Processes
- Numerical solution of non-homogeneous semi-Markov processes in transient case
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: A non-homogeneous continuous time semi-Markov model for the study of accumulated claim process
