Semi-Markov Risk Models for Finance, Insurance and Reliability

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Publication:3445957


DOI10.1007/0-387-70730-1zbMath1144.91027MaRDI QIDQ3445957

Raimondo Manca, Jacques Janssen

Publication date: 8 June 2007

Full work available at URL: https://doi.org/10.1007/0-387-70730-1


91G80: Financial applications of other theories

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

91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance

91G40: Credit risk


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