Model tracking for risk problems (Q1607879)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Model tracking for risk problems |
scientific article |
Statements
Model tracking for risk problems (English)
0 references
13 August 2002
0 references
Summary: We assume that we have \(M\) candidate insurance models for describing a process. The models considered consist of a risk process driven by right-constant, finite-state spaces, jump processes. Based on observing the history of the risk process, we propose dynamics whose solutions indicate the likelihoods of each candidate model.
0 references