scholarly journals A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions

2017 ◽  
Vol 47 (8) ◽  
pp. 1812-1829
Author(s):  
Romain Azaïs ◽  
Alexandre Genadot
Keyword(s):  
Markov Processes ◽  
Jump Rate ◽  
Piecewise Deterministic Markov Processes

Cumulative constrained sojourn times in semi-Markov processes with an application to pensionable service

1978 ◽  
Vol 15 (3) ◽  
pp. 531-542 ◽  
Author(s):  
Izzet Sahin
Keyword(s):  
Markov Processes ◽  
Sojourn Time ◽  
Working Life ◽  
Partial Coverage ◽  
Sojourn Times ◽  
Semi Markov Processes

This paper is concerned with the characterization of the cumulative pensionable service over an individual's working life that is made up of random lengths of service in different employments in a given industry, under partial coverage, transferability, and a uniform vesting rule. This characterization uses some results that are developed in the paper involving a functional and cumulative constrained sojourn times (constrained in the sense that if a sojourn time is less than a given constant it is not counted) in semi-Markov processes.

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