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Dynamic operational risk : modeling dependence and combining different sources of information
Peters, Gareth W.; Shevchenko, Pavel V.; Wüthrich, Mario V. - In: The journal of operational risk 4 (2009/10) 2, pp. 69-104
Persistent link: https://www.econbiz.de/10009911430
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Analytic loss distributional approach models for operational risk from the -stable doubly stochastic compound processes and implications for capital allocation
Peters, Gareth W.; Shevchenko, Pavel V.; Young, Mark; … - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 565-580
Persistent link: https://www.econbiz.de/10009807382
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Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses?
Peters, Gareth W.; Byrnes, Aaron D.; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 287-304
Persistent link: https://www.econbiz.de/10008812725
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Calculation of aggregate loss distributions
Shevchenko, Pavel V. - In: The journal of operational risk 5 (2010/11) 2, pp. 3-40
Persistent link: https://www.econbiz.de/10009911449
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Modeling Extreme Risks in Ecology
Burgman, Mark; Franklin, James; Hayes, Keith R.; … - In: Risk analysis : an international journal 32 (2012) 11, pp. 1956-1967
Persistent link: https://www.econbiz.de/10010044418
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Diversification of aggregate dependent risks
Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. - In: Insurance / Mathematics & economics 35 (2004) 1, pp. 77-96
Persistent link: https://www.econbiz.de/10006880465
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Copula convergence theorems for tail events
Juri, Alessandro; Wüthrich, Mario V. - In: Insurance / Mathematics & economics 30 (2002) 3, pp. 405-420
Persistent link: https://www.econbiz.de/10006894459
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Extreme Value Theory and Archimedean Copulas
Wüthrich, Mario V. - In: Scandinavian actuarial journal : Actuarial Society of … 104 (2004) 3, pp. 211-228
Persistent link: https://www.econbiz.de/10005926452
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Extreme Value Theory and Archimedean Copulas
Wüthrich, Mario V. - In: Scandinavian actuarial journal : Actuarial Society of … 108 (2004) 3, pp. 211-228
Persistent link: https://www.econbiz.de/10005927742
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Dependence modelling in multivariate claims run-off triangles
Merz, Michael; Wüthrich, Mario V.; Hashorva, Enkelejd - In: Annals of actuarial science : publ. by the Institute of … 7 (2013) 1, pp. 3-25
Persistent link: https://www.econbiz.de/10010117333