Aggregate Markov models in life insurance : estimation via the EM algorithm
Jamaal Ahmad and Mogens Bladt
| Year of publication: |
2024
|
|---|---|
| Authors: | Ahmad, Jamaal ; Bladt, Mogens |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2024.2024, 6, p. 533-560
|
| Subject: | EM algorithm | Multi-state life insurance | Parametric inference | Phase-type distributions | Semi-Markovianity | Lebensversicherung | Life insurance | Theorie | Theory | Markov-Kette | Markov chain | Algorithmus | Algorithm |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2023.2277786 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015052468