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Multivariate Cox Hidden Markov models with an application to operational risk
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon - In: Scandinavian actuarial journal 2019 (2019) 8, pp. 686-710
Persistent link: https://www.econbiz.de/10012194991
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Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
Fung, Tsz Chai - In: Insurance / Mathematics & economics 107 (2022), pp. 180-198
Persistent link: https://www.econbiz.de/10013471210
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Modeling correlated frequencies with application in operational risk management
Badescu, Andrei L.; Gong, Lan; Lin, X. Sheldon; Tang, Dameng - In: The journal of operational risk 10 (2015) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10011298878
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Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
Antonio, Katrien; Badescu, Andrei; Gong, Lan; Lin, Sheldon - 2014
Persistent link: https://www.econbiz.de/10010238293
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Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
Verbelen, Roel; Gong, Lan; Antonio, Katrien; Badescu, Andrei - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 729-758
Persistent link: https://www.econbiz.de/10011397640