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~isPartOf:"The journal of operational risk"
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De Wet, Tertius
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The journal of operational risk
Computational Statistics & Data Analysis
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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Risks : open access journal
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South African journal of economic and management sciences
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ECONIS (ZBW)
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A simulation comparison of quantile approximation techniques for compound distributions popular in operational risk
Jongh, Pieter Juriaan de
;
De Wet, Tertius
;
Panman, Kevin
; …
- In:
The journal of operational risk
11
(
2016
)
1
,
pp. 23-48
Persistent link: https://www.econbiz.de/10011518209
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2
Combining scenario and historical data in the loss distribution approach : a new procedure that incorporates measures of agreement between scenarios and historical data
Jongh, P. J. de
;
De Wet, Tertius
;
Raubenheimer, H.
; …
- In:
The journal of operational risk
10
(
2015
)
1
,
pp. 45-76
Persistent link: https://www.econbiz.de/10011298876
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