A multi-dimensional martingale for Markov additive processes and its applications
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Publication:4507945
DOI10.1239/AAP/1013540169zbMATH Open0961.60081OpenAlexW2158638328WikidataQ56907203 ScholiaQ56907203MaRDI QIDQ4507945FDOQ4507945
Authors: Offer Kella, Søren Asmussen 
Publication date: 28 May 2001
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1013540169
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Cited In (58)
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- Erlangian Approximations for Finite-Horizon Ruin Probabilities
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- The use of vector-valued martingales in risk theory
- A threshold policy in a Markov-modulated production system with server vacation: the case of continuous and batch supplies
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- First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type
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