Pages that link to "Item:Q654840"
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The following pages link to Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation (Q654840):
Displaying 6 items.
- Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses? (Q2276234) (← links)
- Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES (Q4563748) (← links)
- A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models (Q4619511) (← links)
- Multivariate Cox Hidden Markov models with an application to operational risk (Q5193491) (← links)
