Discussion on “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” by Jiandong Ren, Volume 12(2)

DOI10.1080/10920277.2014.977453MaRDI QIDQ5379136zbMATH OpenOpenAlexWikidataFDO

Authors H. P. Keeler, P. G. Taylor

Publication date 28 May 2019

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2014.977453

Mathematics Subject Classification ID

Laplace transform (44A10)

Cites work

• scientific article; zbMATH DE number 1001723 (Why is no real title available?)
• scientific article; zbMATH DE number 3144516 (Why is no real title available?)
• A survey of product-integration with a view toward application in survival analysis
• A versatile Markovian point process
• Applied Probability and Queues
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Magnus expansions and beyond
• On the Laplace transform of the aggregate discounted claims with Markovian arrivals
• On the exponential solution of differential equations for a linear operator
• The Peano-Baker series
• “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren April 2008
• “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren, April 2008

Cited in

(1)

• Some ruin problems for the MAP risk model

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