Analysis of an aggregate loss model in a Markov renewal regime (Q2242094)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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