Itô calculus for Cramér-Lundberg model.

Jirô Akahori Corina Constantinescu Kei Miyagi

Published in: JSIAM Lett. (2020)

Keyphrases

computational model
probabilistic model
sensitivity analysis
mathematical model
experimental data
probability distribution
formal model
machine learning
cost function
management system
parameter estimation
control system
prior knowledge
multiscale
similarity measure
neural network model
information retrieval