A non-homogeneous continuous time semi-Markov model for the study of accumulated claim process
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Cites work
- scientific article; zbMATH DE number 1249326 (Why is no real title available?)
- scientific article; zbMATH DE number 1323217 (Why is no real title available?)
- scientific article; zbMATH DE number 3298505 (Why is no real title available?)
- scientific article; zbMATH DE number 3411967 (Why is no real title available?)
- Applied Semi-Markov Processes
- Numerical bounds for semi-Markovian quantities and application to reliability
- Numerical solution of non-homogeneous semi-Markov processes in transient case
- Semi-Markov Risk Models for Finance, Insurance and Reliability
- Stationarity Equations in Continuous Time Markov Chains
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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