A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models (Q4619511)
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scientific article; zbMATH DE number 7013634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models |
scientific article; zbMATH DE number 7013634 |
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A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models (English)
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6 February 2019
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GAMLSS
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distributional regression
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generalized Pareto distribution
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hidden Markov model
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operational losses
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compound Poisson process
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