Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model

Author:

Baltazar-Larios F.ORCID,Esparza Luz Judith R.

Funder

Conacyt

DGAPA

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Reference24 articles.

1. Asmussen S (1989) Risk theory in a Markovian environment. Scandinavian Actuarial Journal 69–100

2. Asmussen S (1995) Stationary distributions via first passage times. In: Dshalalow JH (ed) Advances in queueing: Theory, methods, and open problems. CRC Press, Boca Raton, pp 79–102

3. Asmussen S, Hobolth A (2012) Markov bridges, bisection and variance reduction. In Plaskota L, Wozniakowski H (eds) Monte Carlo and Quasi-Monte Carlo Methods 2010, vol 23. Springer Proceedings in Mathematics and Statistics, pp 3–22

4. Avanzi TGWB B, Xian A (2020) Modelling and understanding count processes through a Markov-modulated non-homogeneous poisson process framework. https://arxiv.org/pdf/2003.13888.pdf

5. Avanzi WB B, Yang X (2016) A micro-level claim count model with overdispersion and reporting delays. Insurance: Mathematics and Economics 1–14

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