Pages that link to "Item:Q2513596"

The following pages link to Estimation of the parameters of a Markov-modulated loss process in insurance (Q2513596):

Displaying 10 items.

• Banach contraction principle and ruin probabilities in regime-switching models (Q1641139) (← links)
• A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220) (← links)
• Estimating the parameters of a seasonal Markov-modulated Poisson process (Q1731379) (← links)
• Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework (Q2029324) (← links)
• Statistical inference for partially observed Markov-modulated diffusion risk model (Q2152230) (← links)
• Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model (Q2218859) (← links)
• Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
• Estimation of the parameters of a Markov-modulated loss process in insurance (Q2513596) (← links)
• Bayesian Estimation for the Markov-Modulated Diffusion Risk Model (Q3296428) (← links)
• A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models (Q4619511) (← links)