Run and Frequency Quotas Under Markovian Fashion and their Application in Risk Analysis
Abstract In this paper recent results related to run and frequency quotas in time-homogeneous multi-state Markov chains are presented and their application in terms of the classical risk model is given.
Year of publication: |
2005
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Authors: | Kolev, Nikolai |
Published in: |
Stochastics and Quality Control. - Walter de Gruyter GmbH & Co. KG, ISSN 2367-2404, ZDB-ID 2905267-1. - Vol. 20.2005, 1, p. 97-109
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Publisher: |
Walter de Gruyter GmbH & Co. KG |
Saved in:
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