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Antonio Punzo
affiliation not provided to SSRN
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Scholarly Papers (1)
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1.
Hidden Semi-Markov Models for Rainfall-Related Insurance Claims
Number of pages: 24
Posted: 14 Sep 2023
Yue Shi
, Antonio Punzo,
Håkon Otneim
and
Maruotti A
NHH Norwegian School of Economics - Department of Business and Management Science,
affiliation not provided to SSRN
, Norwegian School of Economics (NHH) - Department of Business and Management Science and LUMSA University
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Abstract:
Mixtures, Non-Gaussian distributions, EM algorithm, Risk measures, Rainfall data
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