Run and Frequency Quotas Under Markovian Fashion and their Application in Risk Analysis

Kolev Nikolai
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Kolev Nikolai: Department of Statistics, Institute of Mathematics and Statistics, University of São Paulo, C.P. 66281, 05311-970 São Paulo, Brazil

Stochastics and Quality Control, 2005, vol. 20, issue 1, 97-109

Abstract: In this paper recent results related to run and frequency quotas in time-homogeneous multi-state Markov chains are presented and their application in terms of the classical risk model is given.

Date: 2005
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DOI: 10.1515/EQC.2005.97

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