A non-homogeneous continuous time semi-Markov model for the study of accumulated claim process
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Publication:973023
DOI10.1007/S11009-009-9138-2zbMATH Open1193.60104OpenAlexW1987099126MaRDI QIDQ973023FDOQ973023
Authors: Giuseppe Di Biase, Jacques Janssen, Raimondo Manca 
Publication date: 28 May 2010
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-009-9138-2
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Cites Work
- Applied Semi-Markov Processes
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- Semi-Markov Risk Models for Finance, Insurance and Reliability
- Numerical solution of non-homogeneous semi-Markov processes in transient case
- Numerical bounds for semi-Markovian quantities and application to reliability
- Stationarity Equations in Continuous Time Markov Chains
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Cited In (4)
- Nested Markov Compliance Class Model in the Presence of Time‐Varying Noncompliance
- The study of basic risk processes by discrete-time non-homogeneous Markov processes
- A nonhomogeneous Poisson hidden Markov model for claim counts
- On the analysis of time dependent claims in a class of birth process claim count models
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