Markov and hidden Markov models in microinsurance : magistrsko delo

Fabjan, Gregor (author), Omladič, Matjaž (mentor), Hintz, Martin (comentor)

• Language: English
• Keywords: multistate models, Markov models, hidden Markov models, dishonest transition function, life insurance, Chapman-Kolmogorov equation, Baum-Welch algorithm, microinsurance, Allianz, Egypt Post, Smith-Wilson algorithm, Matlab, insurance, machine learning, case study
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [G. Fabjan]
• Year: 2017
• Number of pages: VIII, 107 str.
• PID: 20.500.12556/RUL-100854
• UDC: 519.22
• COBISS.SI-ID: 18107225
• Publication date in RUL: 18.04.2018

Secondary language

• Language: Slovenian
• Title: Modeli Markova in skriti modeli Markova v mikrozavarovanju
• Keywords: modeli Markova, skriti modeli Markova, nepravilna tranzicijska funkcija, življenjska zavarovanja, Chapman-Kolmogorova enačba, Baum-Welchov algoritem, mikrozavarovanja, Allianz, zavarovalništvo, strojno učenje