Salary cost evaluation by means of non-homogeneous semi-Markov processes

DOI10.1081/STM-120002772MaRDI QIDQ4532393zbMATH OpenOpenAlexFDO

Authors Jacques Janssen, Raimondo Manca

Publication date 2002

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/stm-120002772

zbMATH Keywords

financial mathematicsMarkov modelspension planssalaries

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Financial applications of other theories (91G80)

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(11)

• Bayesian estimations of parameters in a three state reliability semi-Markov model
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• An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance
• The Input Evaluation of Generalized Bernoulli Processes for Salary Lines Construction by Means of Continuous Time Generalized Non-Homogeneous Semi-Markov Processes
• Step semi-Markov models and application to manpower management
• Evaluating recruitment strategies using fuzzy set theory in stochastic manpower planning
• The dynamics of pension funds in a stochastic environment
• Pension expectations as disincentives to job mobility
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• The construction of salary lines
• New Salary Functions for Pension Valuations

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