Evaluating operational risk by an inhomogeneous counting process based on Panjer recursion
José Alfredo Jiménez and Viswanathan Arunachalam (Department of Statistics, Universidad Nacional de Colombia)
| Year of publication: |
March 2016
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|---|---|
| Authors: | Jiménez, José Alfredo ; Arunachalam, Viswanathan |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 11.2016, 1, p. 1-21
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| Subject: | Panjer distribution | Pochhammer symbol | operational risk (OpRisk) | loss distribution approach (LDA) | compound random variable | Operationelles Risiko | Operational risk | Statistische Verteilung | Statistical distribution | Theorie | Theory | Risikomanagement | Risk management | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011518186