Model tracking for risk problems
We assume that we have M candidate insurance models for describing a process. The models considered consist of a risk process driven by right-constant, finite-state spaces, jump processes. Based on observing the history of the risk process, we propose dynamics whose solutions indicate the likelihood...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2002-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S0161171202008013 |
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