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advanced measurement approach, Erlang-based mixture model, EM algorithm, operational risk management, value at risk
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advanced measurement approach, correlated frequency, Erlang-based mixture model, EM algorithm, operational risk management, value at risk
IBNR Claims; Loss Reserving; Cox Model; Hidden Markov Chain; Temporal Dependence; Pascal Mixture; EM Algorithm
Pascal Distribution, Pascal Finite Mixture, Multivariate Claim Frequencies, Count Regression, Expectation-Maximization (EM) Algorithm
IBNR Claims; Loss Reserving; Cox Model; Hidden Markov Chain; Temporal Dependence; Pascal Mixture