Estimation of the parameters of a Markov-modulated loss process in insurance (Q2513596)
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scientific article; zbMATH DE number 6391832
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| 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)
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28 January 2015
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Markov-modulated Poisson process
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maximum likelihood estimator
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strong consistency
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EM algorithm
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0.8577477931976318
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0.8186200261116028
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0.8177595138549805
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0.8103022575378418
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0.8051453828811646
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