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Discrete Time Backward Semi-Markov Reward Processes and an Aplication to Disability Insurance Problems
Mälardalen University, Department of Mathematics and Physics.
(University of Rome "La Sapienza")
Mälardalen University, Department of Mathematics and Physics.ORCID iD: 0000-0002-2626-5598
2005 (English)Report (Other academic)
Abstract [en]

Semi-Markov reward backward processes are studied. Algorithms for evaluation of higher moments for rewards are described. Application to analysis of semi-Markov reward models of disability insurance contracts are considered.

Place, publisher, year, edition, pages
Västerås: Department of Mathematics and Physics, Mälardalen University , 2005. , p. 1-44
Series
Research reports MDH/IMA, Department of Mathematics and Physics, Mälardalen University, ISSN 1404-4978 ; 2005-1
Keywords [en]
semi-Markov reward process, higher moments, disability insurance
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:mdh:diva-3157OAI: oai:DiVA.org:mdh-3157DiVA, id: diva2:115821
Available from: 2008-02-29 Created: 2008-02-29 Last updated: 2015-07-30Bibliographically approved

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Silvestrov, D.

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CiteExportLink to record
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