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

Fuente: arXiv

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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
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