Sample quantiles of additive renewal reward processes

DOI10.2307/3214983zbMATH Open0867.60080OpenAlexW2104847591MaRDI QIDQ3122867FDOQ3122867

Angelos Dassios

Publication date: 20 July 1997

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1c919441751c6885ad7c50e371f24215413fe454

zbMATH Keywords

sample quantileslook-back financial optionsmarked renewal processes

Mathematics Subject Classification ID

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

Cited In (1)

• On the distributions of a renewal reward process and it's additive functional

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