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

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

Peters, Gareth W., (2011)

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

Peters, Gareth W., (2011)

Analytic Loss Distributional Approach Model for Operational Risk from the alpha-Stable Doubly Stochastic Compound Processes and Implications for Capital Allocation

Peters, Gareth W., (2011)