Multivariate Cox Hidden Markov models with an application to operational risk (Q5193491)
From MaRDI portal
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)
0 references
10 September 2019
0 references
advanced measurement approach
0 references
EM algorithm
0 references
operational losses
0 references
inter-unit and temporal dependence
0 references
multivariate risk modeling
0 references
0 references
