Semi-Markov Risk Models for Finance, Insurance and Reliability

From MaRDI portal
Publication:3445957

DOI10.1007/0-387-70730-1zbMath1144.91027OpenAlexW1608325120MaRDI QIDQ3445957

Raimondo Manca, Jacques Janssen

Publication date: 8 June 2007

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



Related Items

Insuring wind energy production, Large Deviations for a Damped Telegraph Process, Investigating dynamic reliability and availability through state-space models, Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland, Markov Reward Models and Markov Decision Processes in Discrete and Continuous Time: Performance Evaluation and Optimization, Modelling of lung cancer survival data for critical illness insurances, Monounireducible nonhomogeneous continuous time semi-Markov processes applied to rating migration models, On the moments and the distribution of the cost of a semi Markov model for healthcare systems, The risk probability criterion for discounted continuous-time Markov decision processes, Step semi-Markov models and application to manpower management, A semi-Markov model with geometric renewal processes, The quality of life via semi Markov reward modelling, Reward algorithms for semi-Markov processes, On the existence and uniqueness of solution of MRE and applications, Time-changed fractional Ornstein-Uhlenbeck process, Asymptotic stability analysis of nonlinear stochastic semi‐Markov jump systems, Discrete time homogeneous Markov processes for the study of the basic risk processes, Semimartingale representation of a class of semi-Markov dynamics, First hitting probabilities for semi-Markov chains and estimation, Age-usage semi-Markov models, Unnamed Item, The Impact of Disability Insurance on a Portfolio of Life Insurances, Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions, Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application, Criterion of semi-Markov dependent risk model, Conditioned real self-similar Markov processes, Single-use reliability computation of a semi-Markovian system., Pricing and simulating catastrophe risk bonds in a Markov-dependent environment, Performance analysis of second order semi-Markov chains: an application to wind energy production, A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION, A hidden Markov model based on superposition of two restoration processes, First Passage Exponential Optimality Problem for Semi-Markov Decision Processes, Computational Algorithms for Moments of Accumulated Markov and Semi-Markov Rewards, A customer's utility measure based on the reliability of multi-state systems, A non-homogeneous continuous time semi-Markov model for the study of accumulated claim process, Numerical approach for assessing system dynamic availability via continuous time homogeneous semi-Markov processes, The crossing barrier of a non-homogeneous semi-Markov chain, Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case, The study of basic risk processes by discrete-time non-homogeneous Markov processes, The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes., Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models: application to LTC insurance, Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes, Large Deviations for Empirical Estimators of the Stationary Distribution of a Semi-Markov Process with Finite State Space, Semi-Markov reliability models with recurrence times and credit rating applications, Strong Law of Large Numbers and Central Limit Theorems for Functionals of Inhomogeneous Semi-Markov Processes, Some Results on Modeling Biological Sequences and Web Navigation with a Semi Markov Chain, Semi-Markov Disability Insurance Models, Unnamed Item, Production control problem with semi-Markov jump under stochastic demands and deteriorating inventories