Robust stability, stabilisation and h-infinity control for premium-reserve models in a Markovian regime switching discrete-time framework
By Lin Yang, Athanasios A. Pantelous and Hirbod Assa
| 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
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| Subject: | Premium-reserve process | H-infinity control | system stability | Markovian regimeswitching systems | time-varying delay | Markov-Kette | Markov chain | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Stabilisierungspolitik | Stabilization policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2016.13 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011670011