Aggregate claim estimation using bivariate Hidden Markov Model
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 | Theorie | Theory | Markov-Kette | Markov chain | Schätzung | Estimation |
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