Approximation methods for piecewise deterministic Markov processes and their costs
- Kritzer, Peter Johann Radon Institute for Computational and Applied Mathematics (RICAM), Austrian Academy of Sciences, Linz, Austria
- Leobacher, Gunther Institute for Mathematics and Scientific Computing, University of Graz, Graz, Austria
- Szölgyenyi, Michaela Seminar for Applied Mathematics and RiskLab Switzerland, ETH Zurich, Zurich, Switzerland
- Thonhauser, Stefan Institute for Statistics, Graz University of Technology, Graz, Austria
- 2019-1-9
Published in:
- Scandinavian Actuarial Journal. - Informa UK Limited. - 2019, vol. 2019, no. 4, p. 308-335
- Language
-
- English
- Open access status
- hybrid
- Identifiers
-
- DOI 10.1080/03461238.2018.1560357
- ISSN 0346-1238
- Persistent URL
- https://sonar.ch/global/documents/283726
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