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Nonhomogeneous bivariate compound
Poisson
process
with short-term periodicity
Sakhaei, Ali
;
Nasiri, Parviz
- In:
The journal of operational risk
16
(
2021
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10013534116
Saved in:
2
Rapidly bounding the exceedance probabilities of high aggregate losses
Gollini, Isabella
;
Rougier, Jonathan
- In:
The journal of operational risk
11
(
2016
)
3
,
pp. 97-116
Persistent link: https://www.econbiz.de/10013177167
Saved in:
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