Model tracking for risk problems (Q1607879)
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scientific article; zbMATH DE number 1780369
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| English | Model tracking for risk problems |
scientific article; zbMATH DE number 1780369 |
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Model tracking for risk problems (English)
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13 August 2002
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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.
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0.85739213
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0.85641164
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