Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10010402193
Modeling dependence among operational loss frequencies is a natural way of trying to capture possible relationships between losses, which are categorized differently with respect to the business line or the event type, but which have occurred simultaneously.We propose a model that explicitly...
Persistent link: https://www.econbiz.de/10013073894