Estimation of the parameters of a Markov-modulated loss process in insurance (Q2513596)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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