Geodesic
Stochastic vortices in periodically reclassified populations
Discussiones Mathematicae. Probability and Statistics, Tome 28 (2008) no. 2, pp. 209-227

Voir la notice de l'article provenant de la source Library of Science

Our paper considers open populations with arrivals and departures whose elements are subject to periodic reclassifications. These populations will be divided into a finite number of sub-populations.
Keywords: Markov chains, stochastic vortices 
Guerreiro, Gracinda; Mexia, João. Stochastic vortices in periodically reclassified populations. Discussiones Mathematicae. Probability and Statistics, Tome 28 (2008) no. 2, pp. 209-227. http://geodesic.mathdoc.fr/item/DMPS_2008_28_2_a2/
@article{DMPS_2008_28_2_a2,
     author = {Guerreiro, Gracinda and Mexia, Jo\~ao},
     title = {Stochastic vortices in periodically reclassified populations},
     journal = {Discussiones Mathematicae. Probability and Statistics},
     pages = {209--227},
     year = {2008},
     volume = {28},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/DMPS_2008_28_2_a2/}
}
TY  - JOUR
AU  - Guerreiro, Gracinda
AU  - Mexia, João
TI  - Stochastic vortices in periodically reclassified populations
JO  - Discussiones Mathematicae. Probability and Statistics
PY  - 2008
SP  - 209
EP  - 227
VL  - 28
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/DMPS_2008_28_2_a2/
LA  - en
ID  - DMPS_2008_28_2_a2
ER  - 
%0 Journal Article
%A Guerreiro, Gracinda
%A Mexia, João
%T Stochastic vortices in periodically reclassified populations
%J Discussiones Mathematicae. Probability and Statistics
%D 2008
%P 209-227
%V 28
%N 2
%U http://geodesic.mathdoc.fr/item/DMPS_2008_28_2_a2/
%G en
%F DMPS_2008_28_2_a2

[1] F.R. Gantmacher, The Theory of Matrices, Vol. II, Chelsea, New York 1960.

[2] G. Guerreiro and J. Mexia, An Alternative Approach to Bonus Malus, Discussiones Mathematicae, Probability and Statistics 24 (2004), 197-213.

[3] M. Healy, Matrices for Statistics, Oxford Science Publications 1986.

[4] E. Parzen, Stochastic Processes, Holden Day, San Francisco 1962.

[5] T. Rolski, H. Schmidli, V. Schmidt and J. Teugels, Stochastic processes for insurance and finance, John Wiley Sons 1999.

[6] J.R. Schott, Matrix Analysis for Statistics, New York, John Wiley and Sons, Inc., 1997.