par Janssen, Jacques ;de Dominicis, R.
Référence Insurance. Mathematics & economics, 3, 3, page (157-165)
Publication Publié, 1984
Article révisé par les pairs
Résumé : This paper gives basic definitions and properties related to what we call the non-homogeneous semi-Markov processes with a finite number of states using the formalism of counting processes, i.e. with intensity functions. We show how it is possible to get generalized Polya processes as a very particular case. We also treat the computational aspect by discretisation and as an application, we develop a social security problem. © 1984.