scientific article
From MaRDI portal
Publication:3161426
zbMath1213.91011MaRDI QIDQ3161426
Publication date: 14 October 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)
Related Items (12)
Loss data analysis: analysis of the sample dependence in density reconstruction by maxentropic methods ⋮ Cyber risk frequency, severity and insurance viability ⋮ Quantification of Operational Risk: A Scenario-Based Approach ⋮ Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation ⋮ Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls ⋮ Probabilistic framework for loss distribution of smart contract risk ⋮ A new class of skewed lifetime distributions with increasing failure rate ⋮ Copula approaches for modeling cross-sectional dependence of data breach losses ⋮ Backward simulation of multivariate mixed Poisson processes ⋮ Interactive computations: toward risk management in interactive intelligent systems ⋮ Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models ⋮ Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk
Uses Software
This page was built for publication: