Simulation methods in ruin models with non-linear dividend barriers.
Hansjörg AlbrecherReinhold KainhoferRobert F. TichyPublished in: Math. Comput. Simul. (2003)
Keyphrases
- predictive power
- mathematical models
- statistical models
- preprocessing
- simulation models
- bayesian networks
- qualitative and quantitative
- linear regression
- numerical methods
- classification models
- statistical methods
- machine learning methods
- machine learning algorithms
- computer vision
- genetic algorithm
- density estimation
- statistical tests
- markov random field
- significant improvement
- statistical inference