Analysis of an aggregate loss model in a Markov renewal regime.
Pepa Ramírez-CoboEmilio CarrizosaRosa E. LilloPublished in: Appl. Math. Comput. (2021)
Keyphrases
- computational model
- high level
- markov model
- theoretical analysis
- markov process
- formal model
- probabilistic model
- data sets
- parameter estimation
- mathematical model
- prediction model
- empirical data
- data mining
- hidden markov models
- prior knowledge
- management system
- multiscale
- information systems
- genetic algorithm
- long run