A New Approach for Modelling Risk Dependence Using Spatial Point Processes

We introduce a new approach for modelling risk dependence. The methods we describe are applicable to all risk types but are motivated by a need to robustly assess the dependence between operational and other risks such as market and credit.We show through a practical example how the technique being proposed can also be used to help risk managers choose between competing dependency models

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Year of publication:	2012
Authors:	Umande, Philip
Publisher:	[2012]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Modellierung \| Scientific modelling \| Räumliche Interaktion \| Spatial interaction

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