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20202023
most citedModelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework

22 citations · 82 across the 10 of their papers we have counts for

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stat.AP2022

Log normal claim models with common shocks

Greg Taylor

This paper is concerned with modelling multiple claim arrays that are subject to one or more common shocks. It uses a structure that involves very general forms both idiosyncratic…