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Fitting RSLN models: Project Home – R-Forge

Project description

Regime-switching lognormal (RSLN) models are prominently used in actuarial science and risk management. This package implements Bayesian methods to fit the model, enabling academics and practitioners to incorporate the RSLN model in their work.

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Registered: 2010-04-06 19:08
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Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge