Analytic loss distributional approach models for...

Analytic loss distributional approach models for operational risk from the -stable doubly stochastic compound processes and implications for capital allocation

Gareth W. Peters, Pavel V. Shevchenko, Mark Young, Wendy Yip
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Volume:
49
Year:
2011
Language:
english
Pages:
15
DOI:
10.1016/j.insmatheco.2011.08.007
File:
PDF, 394 KB
english, 2011
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