A fractional multi-states model for insurance
Donatien Hainaut
| Year of publication: |
2021
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|---|---|
| Authors: | Hainaut, Donatien |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 98.2021, p. 120-132
|
| Subject: | fractional calculus | Markov chain | Mittag-Leffler function | semi-Markov process | time-changes | Markov-Kette | Theorie | Theory | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545276