Aggregate claim estimation using bivariate Hidden Markov Model
By Zarina Nukeshtayeva Oflaz, Ceylan Yozgatligil and A. Sevtap Selcuk-Kestel
| Year of publication: |
2019
|
|---|---|
| Authors: | Oflaz, Zarina Nukeshtayeva ; Yozgatligil, Ceylan ; Selcuk-Kestel, A. Sevtap |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 1, p. 189-215
|
| Subject: | Claim estimation | bivariate Hidden Markov model | EM algorithm | Viterbi algorithm | MTPL | Markov-Kette | Markov chain | Algorithmus | Algorithm | Schätzung | Estimation | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2018.29 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012105441