A temporal approach to the Parisian risk model.

Bin Li Gordon E. Willmot Jeff T. Y. Wong

Published in: J. Appl. Probab. (2018)

Keyphrases

mathematical model
computational model
high level
statistical model
theoretical analysis
cost function
objective function
spatio temporal
probabilistic model
parameter estimation
neural network
conceptual model
temporal constraints
expert systems
theoretical framework
multiscale
experimental data