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Conditional Ruin Probability with a Markov Regime Switching Model.
Xuanhui Liu
Li-Ai Cui
Fangguo Ren
Published in:
NL-MUA (2011)
Keyphrases
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high level
probability distribution
objective function
formal model
multi agent
cost function
probabilistic model
theoretical analysis
probability model
neural network
prior knowledge
markov chain
experimental data
conceptual model
markov model
semi markov