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

DOI10.1080/10920277.2014.977453zbMATH Open1414.91207OpenAlexW1977516326WikidataQ58645403 ScholiaQ58645403MaRDI QIDQ5379136FDOQ5379136

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

• A survey of product-integration with a view toward application in survival analysis
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Applied Probability and Queues
• Title not available (Why is that?)
• On the exponential solution of differential equations for a linear operator
• Title not available (Why is that?)
• A versatile Markovian point process
• On the Laplace transform of the aggregate discounted claims with Markovian arrivals
• Magnus expansions and beyond
• 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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