Multivariate Cox hidden Markov models with an application to operational risk

TC Fung, AL Badescu, XS Lin - Scandinavian Actuarial Journal, 2019 - Taylor & Francis
Modeling multivariate time-series aggregate losses is an important actuarial topic that is very
challenging due to the fact that losses can be serially dependent with heterogeneous …
被引用次数：8 相关文章

Multivariate Cox Hidden Markov models with an application to operational risk

TC Fung, AL Badescu, XS Lin - Scandinavian Actuarial …, 2019 - econpapers.repec.org
Modeling multivariate time-series aggregate losses is an important actuarial topic that is very
challenging due to the fact that losses can be serially dependent with heterogeneous …
[PDF] researchgate.net

[PDF][PDF] Multivariate Cox Hidden Markov Models with an Application to Operational Risk

TC Fung, AL Badescu, XS Lin - 2019 - researchgate.net
Modeling multivariate time series aggregate losses is an important actuarial topic that is very
challenging due to the fact that losses can be serially dependent with heterogeneous …
[PDF] utoronto.ca

[PDF][PDF] Multivariate Cox Hidden Markov models with an application to operational risk

TC Fung, AL Badescu, XS Lin - SCANDINAVIAN …, 2019 - actsci.utstat.utoronto.ca
Modeling multivariate time-series aggregate losses is an important actuarial topic that is very
challenging due to the fact that losses can be serially dependent with heterogeneous …

Multivariate Cox Hidden Markov models with an application to operational risk

TC Fung, AL Badescu, XS Lin - Scandinavian Actuarial Journal, 2019 - ideas.repec.org
Modeling multivariate time-series aggregate losses is an important actuarial topic that is very
challenging due to the fact that losses can be serially dependent with heterogeneous …

Multivariate Cox Hidden Markov models with an application to operational risk

TC Fung, AL Badescu, XS Lin - Scandinavian Actuarial Journal, 2019 - ingentaconnect.com
Modeling multivariate time-series aggregate losses is an important actuarial topic that is very
challenging due to the fact that losses can be serially dependent with heterogeneous …