Approximation methods for piecewise deterministic Markov processes and their costs (Q5743540)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7053414
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Approximation methods for piecewise deterministic Markov processes and their costs |
scientific article; zbMATH DE number 7053414 |
Statements
Approximation methods for piecewise deterministic Markov processes and their costs (English)
0 references
10 May 2019
0 references
risk theory
0 references
piecewise deterministic Markov process
0 references
quasi-Monte Carlo methods
0 references
phase-type approximations
0 references
dividend maximisation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.818130373954773
0 references
0.7835223078727722
0 references
0.7813845276832581
0 references
0.7736356854438782
0 references
