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International Conference on Statistics, Combinatorics and Related Areas
October 3-5, 2003
University of Southern Maine
Portland, ME, USA

Organizers
Dr. Sat Gupta (University of Southern Maine), Dr. Satya Mishra (University of South Alabama), Dr. Bhu Dev Sharma (Clark Atlanta University)

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Birth - Multiple Catastrophe Processes
by
Iva Chang
Cal Poly Pomona, Sponsor: Milliman USA, Inc.
Coauthors: Dr. Alan Krinik and Dr. Randy J. Swift

A new approach is used to determine the explicit form of the transient probability functions for a birth – multiple catastrophe process. This new method uses dual processes, randomization, and counting. In the birth – multiple catastrophe process presented, the birth occurs at a constant rate while there are different types of catastrophes. These catastrophes are distinguished by having different destinations and possibly different transition rates. The transient probability functions are found to be finite sums of closed form rational expressions.

Date received: August 31, 2003

Copyright © 2003 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Mathematical Conference Abstracts. Document # came-01.