ADDITIONAL APPLICATIONS of LC

Percy H. Brill ()
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Percy H. Brill: University of Windsor

Chapter Chapter 11 in Level Crossing Methods in Stochastic Models, 2017, pp 485-527 from Springer

Abstract: Abstract This chapter applies SPLC to a variety of stochastic models in order to illustrate the scope, applicability and flexibility of the methodology, and to motivate additional new applications. Section analyzes a variant of the classical Cramér-Lundberg (C-L) risk process, based on Model 1, pp. 289–302 in [54]. Section 11.2 gives a general technique for transient distributions in a stochastic process. Section 11.10 discusses the application of LC to simple harmonic motion. The intervening sections analyze other potentially motivational models.

Keywords: Risk Model; Sample Path; Discrete State Space; Markov Renewal Process; Simple Harmonic Motion (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/978-3-319-50332-5_11

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