1 - 2 of 2 results (0.53 seconds)
Sort By:
  • Modelling Multi-State Processes Using A Markov Assumption
    Processes Using A Markov Assumption In this paper, the authors show how probabilities and actuarial values ... intensities are suggested as a way to extend the approach to the inhomogeneous case. From Actuarial ...

    View Description

    • Authors: Bruce Jones
    • Date: Jan 1993
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Markov Chain
  • Diagnostics and Tests for Abrupt Change with an Application to a Two-State Markov Chain
    Diagnostics and Tests for Abrupt Change with an Application to a Two-State Markov Chain ... identification of abrupt change in the mean level of a process where the mean and variance of the underlying ...

    View Description

    • Authors: J L Van Wyk, F Lombard
    • Date: Jan 1994
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Markov Chain