52 citations · 72 across the 11 of their papers we have counts for
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stat.ME2021
Predicting Times to Event Based on Vine Copula Models
Shenyi Pan, Harry Joe
In statistics, time-to-event analysis methods traditionally focus on the estimation of hazards. In recent years, machine learning methods have been proposed to directly predict the…
q-fin.RM2021
On the Selection of Loss Severity Distributions to Model Operational Risk
Daniel Hadley, Harry Joe, Natalia Nolde
Accurate modeling of operational risk is important for a bank and the finance industry as a whole to prepare for potentially catastrophic losses. One approach to modeling operation…