Hidden semi-Markov models for rainfall-related insurance claims
Year of publication: |
2023
|
---|---|
Authors: | Shi, Yue ; Punzo, Antonio ; Otneim, Håkon ; Maruotti, Antonello |
Publisher: |
Bergen, Norway : Norwegian School of Economics |
Subject: | Mixtures | Non-Gaussian distributions | EM algorithm | Risk measures | Rainfalldata | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Theorie | Theory | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Risikomodell | Risk model | Risiko | Risk | Messung | Measurement | Versicherung | Insurance | Portfolio-Management | Portfolio selection |
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