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A comparison of numerical approaches to determine the severity of losses
Gzyl, Henryk, (2013)
Operational risk modelling in insurance and banking
Vukovic, Ognjen, (2016)
A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models
Hambuckers, J., (2018)
Determing the total loss distribution from the moments of the exponential pf the compound loss
Gzyl, Hendryk, (2011)