Search Results - subject:"doubly stochastic Markov chain"

Biagini, Francesca; Groll, Andreas; Widenmann, Jan - In: Insurance: Mathematics and Economics 53 (2013) 1, pp. 302-316

–unemployment progress of an insured person follows an F-doubly stochastic Markov chain. The stochastic intensity processes are estimated for …

Persistent link: https://www.econbiz.de/10010681887

BIAGINI, FRANCESCA; WIDENMANN, JAN - In: International Journal of Theoretical and Applied … 15 (2012) 04, pp. 1250025-1

time-homogeneous doubly stochastic Markov chain. In this framework, formulas for the premiums are provided depending on the …

Persistent link: https://www.econbiz.de/10010552939

Biagini, Francesca; Widenmann, Jan - In: International journal of theoretical and applied finance 15 (2012) 4, pp. 1-32

Persistent link: https://www.econbiz.de/10009624472