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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.07.003 / rank
 
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Latest revision as of 14:06, 9 July 2024

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Estimation of the parameters of a Markov-modulated loss process in insurance
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    Estimation of the parameters of a Markov-modulated loss process in insurance (English)
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    28 January 2015
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    Markov-modulated Poisson process
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    maximum likelihood estimator
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    strong consistency
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    EM algorithm
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