Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory
type: Item
instance of: scholarly article
title: Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory
zbMATH Open document ID: 0946.62091
DOI: 10.1016/S0167-6687(99)00033-5
author: Hartmut Milbrodt
published in: Insurance Mathematics \& Economics
publication date: 2000-10-29T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 1396356
zbMATH Keywords: loss in a given state
zbMATH Keywords: variance of loss
zbMATH Keywords: Hattendorff's theorem
zbMATH Keywords: Markov jump process
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1396356