Dalal Al Ghanim

Markovian Dynamics Associated with d-Orthogonal Polynomials and Generalized Birth and Death Processes in Multiple-Life Insurance

We construct upward skip-free continuous-time Markov chains from finite-band recurrences associated with d-orthogonal polynomial systems. In the alternating-sign chamber, the recurrence yields an order-d generalized birth–death generator with one upward and at most d downward jump channels. In the non-negative chamber,...