Analysis of an aggregate loss model in a Markov renewal regime (Q2242094): Difference between revisions

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Latest revision as of 02:02, 27 July 2024

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Analysis of an aggregate loss model in a Markov renewal regime
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    Analysis of an aggregate loss model in a Markov renewal regime (English)
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    9 November 2021
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    loss modeling
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    dependent loss times
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    Markov renewal theory
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    overdispersion
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    batch Markovian arrival process
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    PH distribution
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    double-Pareto lognormal distribution
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    MLE estimation
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    operational risk
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    value-at-risk
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