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subject:"Operational risk"
~person:"Mayoral, Silvia"
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Operational risk
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Mayoral, Silvia
Curti, Filippo
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Migueis, Marco
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Chernobai, Anna
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Schwizer, Paola
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Shevchenko, Pavel V.
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Soana, Maria-Gaia
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Ergen, Ibrahim
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Gao, Xiang
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Guégan, Dominique
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Li, Jianping
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Insurance / Mathematics & economics
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The journal of operational risk
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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
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