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.
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| 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)