Stable distributions for open populations subject to periodical reclassifications

DOI10.1080/15598608.2012.719741MaRDI QIDQ2320795zbMATH OpenOpenAlexFDO

Authors Gracinda R. Guerreiro, Maria de Fátima Miguens, João Tiago Mexia

Publication date 27 August 2019

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15598608.2012.719741

zbMATH Keywords

confidence regiondelta methodMarkov chainsopen populationsparameter inferenceperiodical reclassificationsstochastic vortices

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A model for open populations subject to periodical re-classifications
• An alternative approach to bonus malus
• Bonus systems in an open portfolio.
• scientific article; zbMATH DE number 4032883 (Why is no real title available?)
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• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Stationary distributions of open Markov processes in discrete time with application to hospital planning
• Stochastic vortices in periodically reclassified populations
• The evolution of the theory of non-homogeneous Markov systems

Cited in

(4)

• Stochastic vortices in periodically reclassified populations
• On the evolution and asymptotic analysis of open Markov populations: application to consumption credit
• Statistical modelling: application to the financial sector
• A model for open populations subject to periodical re-classifications

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