Discrete Time Homogeneous Markov Processes for the Study of the Basic Risk Processes - D’Amico, Guglielmo; Gismondi, Fulvio; Janssen, Jacques; Manca, Raimondo (Methodology and computing in applied probability, 2015)
Keywords: Aggregates; Business and Management; Computation; Construction; Economics; Electrical Engineering; Evolution; Life Sciences; Markov analysis; Markov models; Markov processes; Mathematics and Statistics; Risk; Statistics; Studies; 60J20; Claim number; 91G99; Aggregate claim amount process; Homogeneity; Markov chains; Reward processes