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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
Sample dependence of risk premiums
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
The journal of operational risk
14
(
2019
)
2
,
pp. 21-37
Persistent link: https://www.econbiz.de/10012052401
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