An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance

DOI10.1007/s11009-006-9012-4zbMath1146.60320MaRDI QIDQ2475270

Fredrik Stenberg, Raimondo Manca, Dmitrii S. Silvestrov

Publication date: 11 March 2008

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-006-9012-4

zbMATH Keywords

variance; kurtosis; discrete time; skewness; semi-Markov process; reward process; higher moments; actuarial

Mathematics Subject Classification ID

60K15: Markov renewal processes, semi-Markov processes

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

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