resultingMatrix: Resulting probabilities matrix calculation
Description
Resulting probabilities matrix calculation
Usage
resultingMatrix(m = c(0.2, 0.3), lambda = c(1, 2), tmax = 12, nmax = 5)
Value
matrix with 2*nmax
rows and columns
Arguments
- m
distribution parameters vector of sojourn times
in alternating environment states
- lambda
Poisson flow intensity vector
- tmax
upper integration limit
- nmax
limitation for number of arriving claims