//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Gzyl, Henryk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Operationelles Risiko"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Operational risk
5
Operationelles Risiko
5
Entropie
3
Entropy
3
Loss
3
Statistical distribution
3
Statistische Verteilung
3
Verlust
3
Aggregation
2
Theorie
2
Theory
2
Actuarial mathematics
1
Bank
1
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Decompounding
1
Density of individual losses
1
Estimation theory
1
Frequency disentangling
1
Insurance
1
Maximum entropy
1
Probability theory
1
Random variable
1
Risiko
1
Risikomaß
1
Risikomodell
1
Risk
1
Risk measure
1
Risk model
1
Schätztheorie
1
Versicherung
1
Versicherungsmathematik
1
Wahrscheinlichkeitsrechnung
1
Zufallsvariable
1
density reconstruction
1
loss aggregation
1
loss data analysis
1
maximum entropy method
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Gzyl, Henryk
Curti, Filippo
24
Migueis, Marco
24
Shevchenko, Pavel V.
19
Chernobai, Anna
17
McConnell, Patrick
16
Kaiser, Thomas
15
Mihov, Atanas
15
Peters, Gareth
14
Moosa, Imad A.
11
Barakat, Ahmed
9
Babbel, David F.
8
Chapelle, Ariane
8
Li, Jianping
8
Abdymomunov, Azamat
7
Blacker, Keith
7
Guégan, Dominique
7
Paterlini, Sandra
7
Piacenza, Fabio
7
Thirlwell, John
7
Xu, Yuqian
7
Buchmüller, Patrik
6
Ergashev, Bakhodir
6
Frame, W. Scott
6
Gatzert, Nadine
6
Giudici, Paolo
6
Grimwade, Michael
6
Hassani, Bertrand K.
6
Peters, Gareth W.
6
Teplý, Petr
6
Tursunalieva, Ainura
6
Utz, Erich R.
6
Yildirim, Yildiray
6
Ashby, Simon
5
Brink, Gerrit Jan van den
5
Cohen, Ruben D.
5
De Jonghe, Olivier
5
Embrechts, Paul
5
Ergen, Ibrahim
5
Hassani, Bertrand
5
more ...
less ...
Published in...
All
The journal of operational risk
4
Insurance / Mathematics & economics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A maximum entropy approach to the loss data aggregation problem
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
The journal of operational risk
11
(
2016
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011518211
Saved in:
2
Maxentropic approach to decompound aggregate risk losses
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 326-336
Persistent link: https://www.econbiz.de/10011398090
Saved in:
3
A comparison of numerical approaches to determine the severity of losses
Gzyl, Henryk
;
Novi-Inverardi, Pier Luigi
;
Tagliani, Aldo
- In:
The journal of operational risk
8
(
2013
)
1
,
pp. 3-15
Persistent link: https://www.econbiz.de/10010256992
Saved in:
4
Reconstructing heavy-tailed distributions by splicing with maximum entropy in the mean
Carrillo Menéndez, Santiago
;
Gzyl, Henryk
;
Tagliani, Aldo
- In:
The journal of operational risk
7
(
2012
)
2
,
pp. 3-15
Persistent link: https://www.econbiz.de/10009572428
Saved in:
5
Computing the value-at-risk of aggregate severities
Gzyl, Henryk
- In:
The journal of operational risk
6
(
2011/12
)
4
,
pp. 59-63
Persistent link: https://www.econbiz.de/10009422503
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->