resultingMatrix {MG1StationaryProbability}

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)

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

Value

matrix with 2*nmax rows and columns