A Markov-switching generalized additive model for compound Poisson processes, with applications to operational losses models

Hambuckers J, Kneib T, Langrock R, Sohn A (2018)
Quantitative Finance.

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Hambuckers J, Kneib T, Langrock R, Sohn A. A Markov-switching generalized additive model for compound Poisson processes, with applications to operational losses models. Quantitative Finance. 2018.
Hambuckers, J., Kneib, T., Langrock, R., & Sohn, A. (2018). A Markov-switching generalized additive model for compound Poisson processes, with applications to operational losses models. Quantitative Finance
Hambuckers, J., Kneib, T., Langrock, R., and Sohn, A. (2018). A Markov-switching generalized additive model for compound Poisson processes, with applications to operational losses models. Quantitative Finance.
Hambuckers, J., et al., 2018. A Markov-switching generalized additive model for compound Poisson processes, with applications to operational losses models. Quantitative Finance.
J. Hambuckers, et al., “A Markov-switching generalized additive model for compound Poisson processes, with applications to operational losses models”, Quantitative Finance, 2018.
Hambuckers, J., Kneib, T., Langrock, R., Sohn, A.: A Markov-switching generalized additive model for compound Poisson processes, with applications to operational losses models. Quantitative Finance. (2018).
Hambuckers, Julien, Kneib, Thomas, Langrock, Roland, and Sohn, Alexander. “A Markov-switching generalized additive model for compound Poisson processes, with applications to operational losses models”. Quantitative Finance (2018).
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