Filtering in a hazard rate change-point model with financial and life-insurance applications

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Buttarazzi, Matteo, Ceci, Claudia
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Probability Pricing of Securities 60G35, 91G40, 91G05, 60G55
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2505.13185