Risk theory in a Markovian environment
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.1989.10413858
Reference56 articles.
1. On the use of a fundamental identity in the theory of semi-Markov queues
2. Symmetric Wiener-Hopf factorisations in Markov additive processes
3. Topics in Markov Additive Processes.
4. Asymptotic Properties of the Distribution of the Supremum of a Random Walk on a Markov Chain
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