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Criterion of semi-Markov dependent risk model |
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| Authors: | Xiao Yun Mo Xiang Qun Yang |
| Institution: | 1. Department of Basic Subjects, Hu’nan University of Finance and Economics, Changsha, 410205, P. R. China 2. College of Mathematics and Computer Science, Hu’nan Normal University, Changsha, 410081, P. R. China |
| Abstract: | A rigorous definition of semi-Markov dependent risk model is given. This model is a generalization of the Markov dependent risk model. A criterion and necessary conditions of semi-Markov dependent risk model are obtained. The results clarify relations between elements among semi-Markov dependent risk model more clear and are applicable for Markov dependent risk model. |
| Keywords: | Semi-Markov dependent risk model Markov dependent risk model criterion necessary condition Markov chain |
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