Pages that link to "Item:Q659112"
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The following pages link to Insurance claims modulated by a hidden Brownian marked point process (Q659112):
Displaying 8 items.
- A Poisson-fault model for testing power transformers in service (Q1719449) (← links)
- Estimating the parameters of a seasonal Markov-modulated Poisson process (Q1731379) (← links)
- An expectation maximization algorithm to model failure times by continuous-time Markov chains (Q1958812) (← links)
- Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework (Q2029324) (← links)
- A first step to implement Gillespie's algorithm with rejection sampling (Q2353369) (← links)
- Estimation of the parameters of a Markov-modulated loss process in insurance (Q2513596) (← links)
- AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL (Q4629478) (← links)
- Filtering and smoothing formulas of AR(<i>p</i>)-modulated Poisson processes (Q5086307) (← links)
