Monounireducible Nonhomogeneous Continuous Time Semi-Markov Processes Applied to Rating Migration Models

اسناد مشابه

• Monounireducible Nonhomogeneous Continuous Time Semi-Markov Processes Applied to Rating Migration Models

  مقاله‌ی دسترسی آزاد۲۰۱۲Advances in Decision SciencesGuglielmoD'Amico, JacquesJanssen, RaimondoManca

• Development of a Road Maintenance Optimization Model Through A Continuous-Time Semi-Markov Process

  سند علمی۲۰۱۱Hui Gao

  Optimization models are necessary for efficient and cost-effective maintenance of a road network. In this regard, road deterioration is commonly modeled as a discrete-time Markov process such that an optimal maintenance policy can be obtained based on the Markov decision process,

• Continuous-Time Semi-Markov Models in Health Economic Decision Making: An Illustrative Example in Heart Failure Disease Management.

  سند علمی۲۰۱۶Medical decision making : an international journal of the Society for Medical Decision MakingQi Cao, Erik Buskens, Talitha Feenstra, Tiny Jaarsma

  Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a p

• Continuous time semi-Markov inference of biometric laws associated with a Long-Term Care Insurance portfolio

  سند علمی۲۰۱۶Guillaume Biessy, Guillaume BIESSY

  Unlike the mortality risk on which actuaries have been working for more than a century, the long-term care (LTC) risk is young and as of today hardly mastered. Semi-Markov processes have been identified as an adequate tool to study this risk. Nevertheless, access to data is limit

• Markov process applied to degradation modelling

  سند علمی۲۰۱۳Zhiqi Feng, Bo Henry Lindqvist, Thomas Welte

  .................................................................................................................... 2 Preface ....................................................................................................................... 3 Acknowledgements...............

• A Continuous-Time Semi-Markov System Governed by Stepwise Transitions

  مقاله‌ی دسترسی آزاد۲۰۲۲Mathematics['Vlad Stefan Barbu', "Guglielmo D'Amico", 'Andreas Makrides', '']

  In this paper, we introduce a class of stochastic processes in continuous time, called step semi-Markov processes. The main idea comes from bringing an additional insight to classical process: the transition between two states is accomplished through or several steps. This extens