Statistical inference for partially observed Markov-modulated diffusion risk model (Q2152230)
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scientific article
| Language | Label | Description | Also known as |
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| English | Statistical inference for partially observed Markov-modulated diffusion risk model |
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Statistical inference for partially observed Markov-modulated diffusion risk model (English)
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7 July 2022
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Markov-modulated diffusion risk model
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ruin probability
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stochastic EM algorithm
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maximum likelihood estimation
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