Multivariate Cox Hidden Markov models with an application to operational risk (Q5193491): Difference between revisions

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+https://doi.org/10.1080/03461238.2019.1598482
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+W2935594703
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@@ Property / cites work @@
+First order autoregressive time series with negative binomial and geometric marginals
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+A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION
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+A marked Cox model for the number of IBNR claims: theory
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+Non-parametric estimation of operational risk losses adjusted for under-reporting
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+Inference in hidden Markov models.
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+Q4000186
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+Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation
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+Identifiability of Finite Mixtures
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+Identifiability of Mixtures of Product Measures
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+FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM
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+On the Class of Erlang Mixtures with Risk Theoretic Applications
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+ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS
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+On the Identifiability of Finite Mixtures
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+Hidden Markov Models for Time Series
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+Publication:5193491