Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps.
Eric C. K. CheungHaibo LiuGordon E. WillmotPublished in: Appl. Math. Comput. (2018)
Keyphrases
- computational model
- high level
- probability distribution
- model free
- neural network
- formal model
- neural network model
- conceptual model
- statistical model
- theoretical analysis
- prior knowledge
- markov chain
- parameter estimation
- management system
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- dynamic programming
- hidden markov models
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- multiscale