Hidden semi-Markov models for rainfall-related insurance claims
Yue Shi, Antonio Punzo, Håkon Otneim, Antonello Maruotti
| Year of publication: |
2025
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|---|---|
| Authors: | Shi, Yue ; Punzo, Antonio ; Otneim, Håkon ; Maruotti, Antonello |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 120.2025, p. 91-106
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| Subject: | EM algorithm | Mixtures | Non-Gaussian distributions | Rainfall data | Risk measures | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | Theorie | Theory | Algorithmus | Algorithm | Markov-Kette | Markov chain | Risikomodell | Risk model | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.11.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015431890