Quotation Szölgyenyi, Michaela. 2013. Some topics of risk theory in a hidden Markov model. International Workshop on Regime-Switching Models in Finance: Statistics and Optimization, Kaiserslautern, Deutschland, 23.11.


RIS


BibTeX

Tags

Press 'enter' for creating the tag

Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Some topics of risk theory in a hidden Markov model
Event International Workshop on Regime-Switching Models in Finance: Statistics and Optimization
Year 2013
Date 23.11.
Country Germany
Location Kaiserslautern

Associations

People
Szölgyenyi, Michaela (Former researcher)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1117 Actuarial mathematics (Details)
1118 Probability theory (Details)
1137 Financial mathematics (Details)
Google Scholar: Search