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An algorithmic approach to non-homogeneous semi-markov processes

 

作者: Rodolfo De Dominicis,   Raimondo Manca,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1984）
卷期: Volume 13, issue 6  

页码: 823-838

 

ISSN:0361-0918

 

年代: 1984

 

DOI:10.1080/03610918408812417

 

出版商: Marcel Dekker, Inc.

 

关键词: non-homogeneous semi-Markov processes;infinite linear systems;social security

 

数据来源: Taylor

 

摘要:

De Dominicis 1979 suggested a generalization of the notion of semi-Markov process by introducing a suitable definition of the transition kernel of the process and proved a theorm on the existence and uniqueness of the solution of integral equation describing the process evolution. In this paper a quite general algorithm useful for the resolution of the evolution equation is performed; in addition an application to an actuarial problem is presented.

 

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