Robust stability, stabilisation and h-infinity control for premium-reserve models in a Markovian regime switching discrete-time framework
Year of publication: |
2016
|
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Authors: | Yang, Lin ; Pantelous, Athanasios A. ; Assa, Hirbod |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 3, p. 747-778
|
Subject: | Premium-reserve process | H-infinity control | system stability | Markovian regimeswitching systems | time-varying delay | Markov-Kette | Markov chain | Kontrolltheorie | Control theory | Inflationsbekämpfung | Anti-inflation policy | Robustes Verfahren | Robust statistics |
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