Pages that link to "Item:Q3296428"
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The following pages link to Bayesian Estimation for the Markov-Modulated Diffusion Risk Model (Q3296428):
Displaying 9 items.
- Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (Q1000051) (← links)
- Estimating the parameters of a seasonal Markov-modulated Poisson process (Q1731379) (← links)
- Statistical inference for partially observed Markov-modulated diffusion risk model (Q2152230) (← links)
- Semiparametric Bayesian Markov analysis of personalized benefit-risk assessment (Q2194462) (← links)
- Estimation of the parameters of a Markov-modulated loss process in insurance (Q2513596) (← links)
- A Bayesian approach to incorporate model ambiguity in a dynamic risk measure (Q3627405) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- Full Bayesian Analysis for a Class of Jump-Diffusion Models (Q5321902) (← links)
- Bayesian Risk Measures for Derivatives via Random Esscher Transform (Q5718221) (← links)