Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Case–a Straightforward Approach

Methodology and Computing in Applied Probability - Tập 6 Số 2 - Trang 233-246 - 2004
Giulia Corradi1, Jacques Janssen2, Raimondo Manca1
1Dipartimento di Matematica per le Decisioni, Economiche, Finanziarie ed Assicurative, Universitá “La Sapienza”, Roma, Italy
2Centre d'Etudes Interuniversitaire d'AssureFinance, CESIAF, Italy

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