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

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