ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK

Yang, Lin, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Assa, Hirbod (2016) ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK. ASTIN BULLETIN, 46 (3). 746 - 777.

Text Markovian regime switching PR system_20160205final.pdf - Unspecified Download (4MB)

Item Type:	Article
Uncontrolled Keywords:	Premium-reserve process, H-infinity control, system stability, Markovian regime switching systems, time-varying delay
Depositing User:	Symplectic Admin
Date Deposited:	13 May 2016 13:34
Last Modified:	19 Jan 2023 07:36
DOI:	10.1017/asb.2016.13
Related URLs:	Author
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3001203

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• ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK. (deposited 13 May 2016 13:34) [Currently Displayed]
  • ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK. (deposited 05 Dec 2018 16:17)