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.

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Year of publication:	2005
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
Publisher:	Walter de Gruyter GmbH & Co. KG

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Type of publication:	Article
Type of publication (narrower categories):	research-article
Language:	English
Other identifiers:	10.1515/EQC.2005.97 [DOI]
Source:	Other ZBW resources

Persistent link: https://www.econbiz.de/10014590802