Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
Efficient estimation of erlang mixtures using iSCAD penalty with insurance application
Yin, Cuihong; Lin, X. Sheldon - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 779-799
Persistent link: https://www.econbiz.de/10011670006
Cover Image
A marked Cox model for the number of IBNR claims : estimation and application
Badescu, Andrei L.; Chen, Tianle; Lin, X. Sheldon; … - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 709-739
Persistent link: https://www.econbiz.de/10012125126