//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Health care management science"
~isPartOf:"Insurance / Mathematics & economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Steady-state distribution of Markov chains"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
75
Markov-Kette
75
Theorie
45
Theory
45
Stochastic process
22
Stochastischer Prozess
22
Dynamic programming
9
Dynamische Optimierung
9
Hospital
9
Krankenhaus
9
Lebensversicherung
9
Life insurance
9
Option pricing theory
9
Optionspreistheorie
9
Portfolio selection
9
Portfolio-Management
9
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Patienten
7
Patients
7
Risikomodell
7
Risk model
7
Bayes-Statistik
6
Bayesian inference
6
Gesundheitsversorgung
6
Health care
6
Probability theory
6
Scheduling problem
6
Scheduling-Verfahren
6
Wahrscheinlichkeitsrechnung
6
Esscher transform
5
Finanzmathematik
5
Mathematical finance
5
Mortality
5
Regime-switching
5
Risiko
5
Risk
5
Sterblichkeit
5
Cox process
4
Decision
4
more ...
less ...
Online availability
All
Undetermined
36
Type of publication
All
Article
75
Type of publication (narrower categories)
All
Article in journal
75
Aufsatz in Zeitschrift
75
Language
All
English
75
Author
All
Siu, Tak Kuen
4
Badescu, Andrei L.
3
Shen, Yang
3
Yang, Hailiang
3
Ahn, Soohan
2
Avanzi, Benjamin
2
Bladt, Mogens
2
Cheung, Eric C. K.
2
Colaneri, Katia
2
Feng, Runhuan
2
Gocgun, Yasin
2
Godin, Frédéric
2
Jang, Jiwook
2
Landriault, David
2
Li, Jingshan
2
Trottier, Denis-Alexandre
2
Wang, Junwen
2
Wong, Bernard
2
Yang, Xinda
2
Yao, Haixiang
2
Zhu, Jinxia
2
Zhuo, Jin
2
Ahmad, Jamaal
1
Ajorlou, Saeede
1
Albrecher, Hansjörg
1
Alimadad, A.
1
Barbosa-Póvoa, Ana
1
Baumgartner, Carolin
1
Bladt, Martin
1
Boucherie, Richard J.
1
Brinker, Leonie Violetta
1
Cairns, John A.
1
Cardoso, Teresa
1
Cataldo, Alejandro
1
Ceci, Claudia
1
Chen, Fen
1
Chen, Ping
1
Chen, Xu
1
Christiansen, Marcus C.
1
Cipriano, Lauren E.
1
more ...
less ...
Published in...
All
Health care management science
Insurance / Mathematics & economics
European journal of operational research : EJOR
206
Journal of econometrics
116
Operations research letters
85
Economic modelling
79
Mathematics of operations research
74
Mathematical methods of operations research
73
Discussion paper / Tinbergen Institute
72
Journal of economic dynamics & control
68
Economics letters
67
International journal of theoretical and applied finance
66
International journal of production research
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Operations research
58
Energy economics
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Working paper
53
Applied economics
52
International journal of production economics
50
Computers & operations research : and their applications to problems of world concern ; an international journal
46
Computational economics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of economic theory
45
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Journal of forecasting
41
Applied economics letters
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Quantitative finance
36
Risks : open access journal
36
Dynamic games and applications : DGA
35
Working paper / National Bureau of Economic Research, Inc.
35
Journal of empirical finance
34
Finance research letters
33
International review of financial analysis
33
Macroeconomic dynamics
33
Finance and stochastics
32
Journal of banking & finance
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Working papers
30
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
50
of
75
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Aggregate Markov models in life insurance : properties and valuation
Ahmad, Jamaal
;
Bladt, Mogens
;
Furrer, Christian
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 50-69
Persistent link: https://www.econbiz.de/10014466204
Saved in:
2
Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method
Kang, Boda
;
Shen, Yang
;
Zhu, Dan
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 96-127
Persistent link: https://www.econbiz.de/10013348971
Saved in:
3
Mortality modeling and regression with matrix distributions
Albrecher, Hansjörg
;
Bladt, Martin
;
Bladt, Mogens
; …
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 68-87
Persistent link: https://www.econbiz.de/10013471186
Saved in:
4
A hybrid deep learning method for optimal insurance strategies : algorithms and convergence analysis
Zhuo, Jin
;
Yang, Hailiang
;
Yin, George G.
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 262-275
Persistent link: https://www.econbiz.de/10012482892
Saved in:
5
Dividend optimisation : a behaviouristic approach
Brinker, Leonie Violetta
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 202-224
Persistent link: https://www.econbiz.de/10012793924
Saved in:
6
Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds
Colaneri, Katia
;
Frey, Rüdiger
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 498-507
Persistent link: https://www.econbiz.de/10012793939
Saved in:
7
A fractional multi-states model for insurance
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 120-132
Persistent link: https://www.econbiz.de/10012545276
Saved in:
8
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
Saved in:
9
Option pricing in regime-switching frameworks with the Extended Girsanov Principle
Godin, Frédéric
;
Trottier, Denis-Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 116-129
Persistent link: https://www.econbiz.de/10012649213
Saved in:
10
Copula-based Markov process
Fang, Jun
;
Jiang, Fan
;
Liu, Yong
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 166-187
Persistent link: https://www.econbiz.de/10012242005
Saved in:
11
A proactive transfer policy for critical patient flow management
González, Jaime
;
Ferrer O., Juan Carlos
;
Cataldo, Alejandro
- In:
Health care management science
22
(
2019
)
2
,
pp. 287-303
Persistent link: https://www.econbiz.de/10012098237
Saved in:
12
A multi-fidelity rollout algorithm for dynamic resource allocation in population disease management
Ho, Ting-Yu
;
Liu, Shan
;
Zabinsky, Zelda B.
- In:
Health care management science
22
(
2019
)
4
,
pp. 727-755
Persistent link: https://www.econbiz.de/10012125600
Saved in:
13
Option pricing under regime-switching models : novel approaches removing path-dependence
Godin, Frédéric
;
Lai, Van Son
;
Trottier, Denis-Alexandre
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 130-142
Persistent link: https://www.econbiz.de/10012058933
Saved in:
14
An IBNR–RBNS insurance risk model with marked Poisson arrivals
Ahn, Soohan
;
Badescu, Andrei L.
;
Cheung, Eric C. K.
; …
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 26-42
Persistent link: https://www.econbiz.de/10011825342
Saved in:
15
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
Landriault, David
;
Li, Bin
;
Li, Shu
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 137-147
Persistent link: https://www.econbiz.de/10011825424
Saved in:
16
Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling
;
Zhang, Hao
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
Saved in:
17
Banach Contraction Principle and ruin probabilities in regime-switching models
Gajek, Lesław
;
Rudź, Marcin
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 45-53
Persistent link: https://www.econbiz.de/10011872912
Saved in:
18
Simulation-based approximate policy iteration for dynamic patient scheduling for radiation therapy
Gocgun, Yasin
- In:
Health care management science
21
(
2018
)
3
,
pp. 317-325
Persistent link: https://www.econbiz.de/10011912641
Saved in:
19
Inventory management of reusable surgical supplies
Diamant, Adam
;
Milner, Joseph
;
Quereshy, Fayez
;
Xu, Bo
- In:
Health care management science
21
(
2018
)
3
,
pp. 439-459
Persistent link: https://www.econbiz.de/10011912680
Saved in:
20
Bayesian nonparametric regression models for modeling and predicting healthcare claims
Richardson, Robert
;
Hartman, Brian
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011944089
Saved in:
21
Bayesian credibility for GLMs
Xacur, Oscar Alberto Quijano
;
Garrido, José
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 180-189
Persistent link: https://www.econbiz.de/10011944127
Saved in:
22
A comparative study of pricing approaches for longevity instruments
Leung, Melvern
;
Fung, Man Chung
;
O'Hare, Colin
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 95-116
Persistent link: https://www.econbiz.de/10011929842
Saved in:
23
Population-level intervention and information collection in dynamic healthcare policy
Cipriano, Lauren E.
;
Weber, Thomas A.
- In:
Health care management science
21
(
2018
)
4
,
pp. 604-631
Persistent link: https://www.econbiz.de/10011933871
Saved in:
24
Strategic level proton therapy patient admission planning : a Markov decision process modeling approach
Gedik, Ridvan
;
Zhang, Shengfan
;
Rainwater, Chase
- In:
Health care management science
20
(
2017
)
2
,
pp. 286-302
Persistent link: https://www.econbiz.de/10011676066
Saved in:
25
Cliquet-style return guarantees in a regime switching Lévy model
Hieber, Peter
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 138-147
Persistent link: https://www.econbiz.de/10011694412
Saved in:
26
Optimal investment and reinsurance for an insurer under Markov-modulated financial market
Xu, Lin
;
Zhang, Liming
;
Yao, Dingjun
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 7-19
Persistent link: https://www.econbiz.de/10011712331
Saved in:
27
Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011712358
Saved in:
28
A markov decision process model for the optimal dispatch of military medical evacuation assets
Keneally, Sean K.
;
Robbins, Matthew J.
;
Lunday, Brian J.
- In:
Health care management science
19
(
2016
)
2
,
pp. 111-129
Persistent link: https://www.econbiz.de/10011498379
Saved in:
29
Nonlinear reserving in life insurance : aggregation and mean-field approximation
Djehiche, Boualem
;
Löfdahl, Björn
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011530874
Saved in:
30
A marked Cox model for the number of IBNR claims : theory
Badescu, Andrei L.
;
Lin, X. Sheldon
;
Tang, Dameng
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 29-37
Persistent link: https://www.econbiz.de/10011530919
Saved in:
31
On a multi-dimensional risk model with regime switching
Wang, Guanqing
;
Wang, Guojing
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
Saved in:
32
Bayesian approaches for analyzing earthquake catastrophic risk
Li, Yunxian
;
Tang, Niansheng
;
Jiang, Xuejun
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 110-119
Persistent link: https://www.econbiz.de/10011492563
Saved in:
33
A micro-level claim count model with overdispersion and reporting delays
Avanzi, Benjamin
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011630588
Saved in:
34
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
Yao, Haixiang
;
Chen, Ping
;
Li, Xun
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011630616
Saved in:
35
Long-term behavior of stochastic interest rate models with Markov switching
Zhang, Zhenzhong
;
Tong, Jinying
;
Hu, Lingjian
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 320-326
Persistent link: https://www.econbiz.de/10011597312
Saved in:
36
Markov regime-switching quantile regression models and financial contagion detection
Ye, Wuyi
;
Zhu, Yangguang
;
Wu, Yuehua
;
Miao, Baiqi
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 21-26
Persistent link: https://www.econbiz.de/10011457143
Saved in:
37
Mortality modelling with regime-switching for the valuation of a guaranteed annuity option
Gao, Huan
;
Mamon, Rogemar
;
Liu, Xiaoming
;
Tenyakov, Anton
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 108-120
Persistent link: https://www.econbiz.de/10011349846
Saved in:
38
Jump diffusion transition intensities in life insurance and disability annuity
Jang, Jiwook
;
Siti Norafidah Mohd Ramli
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 440-451
Persistent link: https://www.econbiz.de/10011398140
Saved in:
39
Optimal consumption and investment problem with random horizon in a BMAP model
Chen, Xu
;
Yang, Xiang-qun
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 197-205
Persistent link: https://www.econbiz.de/10010515884
Saved in:
40
A predictive analytics approach to reducing 30-day avoidable readmissions among patients with heart failure, acute myocardial infarction, pneumonia, or COPD
Shams, Issac
;
Ajorlou, Saeede
;
Yang, Kai
- In:
Health care management science
18
(
2015
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10010502710
Saved in:
41
Bayesian total loss estimation using shared random effects
Baumgartner, Carolin
;
Gruber, Lutz F.
;
Czado, Claudia
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 194-201
Persistent link: https://www.econbiz.de/10011312070
Saved in:
42
Pricing annuity guarantees under a double regime-switching model
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011312087
Saved in:
43
Occuptation times in the MAP risk model
Landriault, David
;
Shi, Tianxiang
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 75-82
Persistent link: https://www.econbiz.de/10010484828
Saved in:
44
Dynamic scheduling with due dates and time windows : an application to chemotherapy patient appointment booking
Gocgun, Yasin
;
Puterman, Martin L.
- In:
Health care management science
17
(
2014
)
1
,
pp. 60-76
Persistent link: https://www.econbiz.de/10010357254
Saved in:
45
A benchmark approach to risk-minimization under partial information
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 129-146
Persistent link: https://www.econbiz.de/10010366196
Saved in:
46
Reserve-dependent benefits and costs in life and health insurance constracts
Christiansen, Marcus C.
;
Denuit, Michel
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 132-137
Persistent link: https://www.econbiz.de/10010402700
Saved in:
47
Pricing currency derivatives with Markov-modulated Lévy dynamics
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Elliott, Robert J.
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 67-76
Persistent link: https://www.econbiz.de/10010402730
Saved in:
48
Potential measures for spectrally negative Markov additive processes with applications in ruin theory
Feng, Runhuan
;
Shimizu, Yasutaka
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 11-26
Persistent link: https://www.econbiz.de/10010469191
Saved in:
49
A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving
Peters, Gareth W.
;
Dong, Alice X. D.
;
Kohn, Robert
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 258-278
Persistent link: https://www.econbiz.de/10010470006
Saved in:
50
Constant proportion portfolio insurance under a regime switching exponential Lévy process
Weng, Chengguo
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 508-521
Persistent link: https://www.econbiz.de/10009763599
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->