D’Amico, G.; Gismondi, F.; Janssen, J.; Manca, R.; Petroni, F.; Di Prignano, E. Volpe The study of basic risk processes by discrete-time non-homogeneous Markov processes. (English) Zbl 1402.60089 Theory Probab. Math. Stat. 96, 27-43 (2018) and Teor. Jmovirn. Mat. Stat. 96, 33-48 (2016). MSC: 60J10 62P05 60J20 91B30 PDFBibTeX XMLCite \textit{G. D'Amico} et al., Theory Probab. Math. Stat. 96, 27--43 (2018; Zbl 1402.60089) Full Text: DOI
D’Amico, Guglielmo; Gismondi, Fulvio; Janssen, Jacques; Manca, Raimondo Discrete time homogeneous Markov processes for the study of the basic risk processes. (English) Zbl 1330.60088 Methodol. Comput. Appl. Probab. 17, No. 4, 983-998 (2015). MSC: 60J20 60J10 91G80 PDFBibTeX XMLCite \textit{G. D'Amico} et al., Methodol. Comput. Appl. Probab. 17, No. 4, 983--998 (2015; Zbl 1330.60088) Full Text: DOI
Abd-Elfattah, Ehab F. Saddlepoint approximations to the density and the distribution functions of linear combinations of ratios of partial sums. (English) Zbl 1280.62019 Commun. Stat., Theory Methods 42, No. 23, 4185-4198 (2013). MSC: 62E10 62E20 62G30 65C60 PDFBibTeX XMLCite \textit{E. F. Abd-Elfattah}, Commun. Stat., Theory Methods 42, No. 23, 4185--4198 (2013; Zbl 1280.62019) Full Text: DOI
Baier, C.; Hahn, E. M.; Haverkort, B. R.; Hermanns, H.; Katoen, J.-P. Model checking for performability. (English) Zbl 1358.68181 Math. Struct. Comput. Sci. 23, No. 4, 751-795 (2013). MSC: 68Q60 68Q87 PDFBibTeX XMLCite \textit{C. Baier} et al., Math. Struct. Comput. Sci. 23, No. 4, 751--795 (2013; Zbl 1358.68181) Full Text: DOI
Baier, Christel; Cloth, Lucia; Haverkort, Boudewijn R.; Hermanns, Holger; Katoen, Joost-Pieter Performability assessment by model checking of Markov reward models. (English) Zbl 1209.68309 Form. Methods Syst. Des. 36, No. 1, 1-36 (2010). MSC: 68Q60 PDFBibTeX XMLCite \textit{C. Baier} et al., Form. Methods Syst. Des. 36, No. 1, 1--36 (2010; Zbl 1209.68309) Full Text: DOI
Aldini, Alessandro; Bernardo, Marco Mixing logics and rewards for the component-oriented specification of performance measures. (English) Zbl 1159.68020 Theor. Comput. Sci. 382, No. 1, 3-23 (2007). MSC: 68Q60 68Q85 PDFBibTeX XMLCite \textit{A. Aldini} and \textit{M. Bernardo}, Theor. Comput. Sci. 382, No. 1, 3--23 (2007; Zbl 1159.68020) Full Text: DOI
D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo Valuing credit default swap in a non-homogeneous semi-Markovian rating based model. (English) Zbl 1161.91386 Comput. Econ. 29, No. 2, 119-138 (2007). MSC: 91G40 PDFBibTeX XMLCite \textit{G. D'Amico} et al., Comput. Econ. 29, No. 2, 119--138 (2007; Zbl 1161.91386) Full Text: DOI
Carrasco, Juan A. Transient analysis of large Markov models with absorbing states using regenerative randomization. (English) Zbl 1085.60050 Commun. Stat., Simulation Comput. 34, No. 4, 1027-1052 (2005). Reviewer: Chen Mu-Fa (Beijing) MSC: 60J22 PDFBibTeX XMLCite \textit{J. A. Carrasco}, Commun. Stat., Simulation Comput. 34, No. 4, 1027--1052 (2005; Zbl 1085.60050) Full Text: DOI
Telek, M.; Horváth, A.; Horváth, G. Analysis of inhomogeneous Markov reward models. (English) Zbl 1060.65009 Linear Algebra Appl. 386, 383-405 (2004). Reviewer: Vigirdas Mackevičius (Vilnius) MSC: 65C40 60J27 60J22 PDFBibTeX XMLCite \textit{M. Telek} et al., Linear Algebra Appl. 386, 383--405 (2004; Zbl 1060.65009) Full Text: DOI
Carrasco, Juan A. Computation of bounds for transient measures of large rewarded Markov models using regenerative randomization. (English) Zbl 1105.90359 Comput. Oper. Res. 30, No. 7, 1005-1035 (2003). MSC: 90C40 90B25 PDFBibTeX XMLCite \textit{J. A. Carrasco}, Comput. Oper. Res. 30, No. 7, 1005--1035 (2003; Zbl 1105.90359) Full Text: DOI
Bernardo, Marco; Bravetti, Mario Performance measure sensitive congruences for Markovian process algebras. (English) Zbl 1019.68065 Theor. Comput. Sci. 290, No. 1, 117-160 (2003). MSC: 68Q85 PDFBibTeX XMLCite \textit{M. Bernardo} and \textit{M. Bravetti}, Theor. Comput. Sci. 290, No. 1, 117--160 (2003; Zbl 1019.68065) Full Text: DOI
German, Reinhard; van Moorsel, Aad P. A.; Qureshi, Muhammad A.; Sanders, William H. Expected impulse rewards in Markov regenerative stochastic Petri nets. (English) Zbl 1418.68140 Billington, Jonathan (ed.) et al., Application and theory of Petri nets 1996. 17th international conference, Osaka, Japan, June 24–28, 1996. Proceedings. Berlin: Springer. Lect. Notes Comput. Sci. 1091, 172-191 (1996). MSC: 68Q85 68M20 68Q87 PDFBibTeX XMLCite \textit{R. German} et al., Lect. Notes Comput. Sci. 1091, 172--191 (1996; Zbl 1418.68140) Full Text: DOI