Estimation of the parameters of a Markov-modulated loss process in insurance (Q2513596)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of the parameters of a Markov-modulated loss process in insurance |
scientific article; zbMATH DE number 6391832
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of the parameters of a Markov-modulated loss process in insurance |
scientific article; zbMATH DE number 6391832 |
Statements
Estimation of the parameters of a Markov-modulated loss process in insurance (English)
0 references
28 January 2015
0 references
Markov-modulated Poisson process
0 references
maximum likelihood estimator
0 references
strong consistency
0 references
EM algorithm
0 references
0 references
0 references
0 references
0 references
0 references
