Criterion of Semi-Markov Dependent Risk Model

作     者：Xiao Yun MO Xiang Qun YANG 

作者机构：Department of Basic SubjectsHu’nan University of Finance and Economics College of Mathematics and Computer ScienceHu’nan Normal University 

出 版 物：《Acta Mathematica Sinica,English Series》 (数学学报（英文版）)

年 卷 期：2014年第30卷第7期

页      面：1273-1280页

核心收录：

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0701[理学-数学] 

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) Scientific Research Fund of Hu’nan Provincial Education Department(Grant No.12C0562) Leading Academic Discipline Project of Hu’nan University of Finance and Economics 

主　　题：Semi-Markov dependent risk model Markov dependent risk model criterion necessarycondition Markov chain 

摘      要：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.