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Run and Frequency Quotas Under Markovian Fashion and their Application in Risk Analysis

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  • Kolev Nikolai

    (Department of Statistics, Institute of Mathematics and Statistics, University of São Paulo, C.P. 66281, 05311-970 São Paulo, Brazil)

Abstract

In this paper recent results related to run and frequency quotas in time-homogeneous multi-state Markov chains are presented and their application in terms of the classical risk model is given.

Suggested Citation

  • Kolev Nikolai, 2005. "Run and Frequency Quotas Under Markovian Fashion and their Application in Risk Analysis," Stochastics and Quality Control, De Gruyter, vol. 20(1), pages 97-109, January.
    • Handle: RePEc:bpj:ecqcon:v:20:y:2005:i:1:p:97-109:n:11
    DOI: 10.1515/EQC.2005.97
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    References listed on IDEAS

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    5. S. Mohanty, 1994. "Success runs of lengthk in Markov dependent trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(4), pages 777-796, December.
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