Aggregate Markov models in life insurance : estimation via the EM algorithm
Year of publication: |
2024
|
---|---|
Authors: | Ahmad, Jamaal ; Bladt, Mogens |
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 |
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