<p>This podcast discusses the recently released report which serves as a primer on the mechanics and uses of the Hidden Markov Model (HMM) for actuarial and financial applications. The report also includes development of a new application for the HMM to mortgage-backed securities exchange-traded funds.</p>

This podcast discusses the recently released report which serves as a primer on the mechanics and uses of the Hidden Markov Model (HMM) for actuarial and financial applications. The report also includes development of a new application for the HMM to mortgage-backed securities exchange-traded funds.

Research Insights -Hidden-Markov-Model

Research Insights, hosted by R. Dale Hall, FSA, MAAA, CERA, Managing Director of the SOA Research Institute and occasional guest hosts, highlights Society of Actuaries (SOA) Research Institute research.  The podcasts include recently released research reports, research featured at SOA meetings, and other related items produced by SOA research.

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Research Insights, hosted by R. Dale Hall, FSA, MAAA, CERA, Managing Director of the SOA Research Institute and occasional guest hosts, highlights Society of Actuaries (SOA) Research Institute research. The podcasts include recently released research reports, research featured at SOA meetings, and other related items produced by SOA research.

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Research Insights -Hidden-Markov-Model

Research Insights -Hidden-Markov-Model

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