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A modified Panjer algorithm for operational risk capital calculations
Guégan, Dominique; Hassani, Bertrand K. - In: The journal of operational risk 4 (2009/10) 4, pp. 53-72
Persistent link: https://www.econbiz.de/10003930046
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Using a time series approach to correct serial correlation in operational risk capital calculation
Guégan, Dominique; Hassani, Bertrand K. - In: The journal of operational risk 8 (2013) 3, pp. 31-56
Persistent link: https://www.econbiz.de/10010248377
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An efficient threshold choice for the computation of operational risk capital
Guégan, Dominique; Hassani, Bertrand K.; Naud, Cédric - In: The journal of operational risk 6 (2011/12) 4, pp. 3-19
Persistent link: https://www.econbiz.de/10009422506
Cover Image
A modified Panjer algorithm for operational risk capital calculations
Guégan, Dominique; Hassani, Bertrand K. - In: The journal of operational risk 4 (2009/10) 4, pp. 53-72
Persistent link: https://www.econbiz.de/10009911439
Cover Image
An efficient threshold choice for the computation of operational risk capital
Guégan, Dominique; Hassani, Bertrand K.; Naud, Cédric - In: The journal of operational risk 6 (2011/12) 4, pp. 3-19
Persistent link: https://www.econbiz.de/10009911473