A modified Panjer algorithm for operational risk capital calculations

Dominique Guégan; Bertrand K. Hassani

Year of publication:	2009
Authors:	Guégan, Dominique ; Hassani, Bertrand K.
Published in:	The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 4.2009/10, 4, p. 53-72
Subject:	Operationelles Risiko \| Operational risk \| Basler Akkord \| Basel Accord \| Bankrisiko \| Bank risk \| Algorithmus \| Algorithm

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