scientific article; zbMATH DE number 7266452

DOI10.3969/J.ISSN.1001-4268.2020.02.008zbMATH Open1463.62322MaRDI QIDQ5129447FDOQ5129447

Authors Jingchao Li, Bihao Su

Publication date 27 October 2020

zbMATH Keywords

joint densityMarkov-modulated risk modeldistribution of aggregate claim amountdistribution of number of claims

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)

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