Multivariate Cox Hidden Markov models with an application to operational risk (Q5193491): Difference between revisions
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Revision as of 20:13, 5 March 2024
scientific article; zbMATH DE number 7103268
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Cox Hidden Markov models with an application to operational risk |
scientific article; zbMATH DE number 7103268 |
Statements
Multivariate Cox Hidden Markov models with an application to operational risk (English)
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10 September 2019
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advanced measurement approach
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EM algorithm
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operational losses
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inter-unit and temporal dependence
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multivariate risk modeling
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