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 obta...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.展开更多
基金Supported by National Natural Science Foundation of China(Grant Nos.11171101 and 11271121)Key Laboratory of High Performance Computing and Stochastic Information Processing(HPCSIP)(Education Ministry of China,Hu’nan Normal University),Science and Technology Program of Hu’nan Province(Grant No.2014FJ3058)+1 种基金Scientific Research Fund of Hu’nan Provincial Education Department(Grant No.12C0562)Leading Academic Discipline Project of Hu’nan University of Finance and Economics
文摘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.
