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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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Chain ladder method: Bayesian bootstrap versus classical bootstrap
Peters, Gareth W.; Wüthrich, Mario V.; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 36-52
Persistent link: https://www.econbiz.de/10008422779
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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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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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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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Theory and Methods - Parsimonious Covariance Matrix Estimation for Longitudinal Data
Smith, Michael; Kohn, Robert - In: Journal of the American Statistical Association : JASA 97 (2002) 460, pp. 1141-1153
Persistent link: https://www.econbiz.de/10006614776
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Applications and Case Studies - Statistical Correction of a Deterministic Numerical Weather Prediction Model
Nott, David J.; Dunsmuir, William T.M.; Kohn, Robert; … - In: Journal of the American Statistical Association : JASA 96 (2001) 455, pp. 794-804
Persistent link: https://www.econbiz.de/10006618385
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Theory and Methods - Efficient Bayesian Inference for Dynamic Mixture Models
Gerlach, Richard; Carter, Chris; Kohn, Robert - In: Journal of the American Statistical Association : JASA 95 (2000) 451, pp. 819-828
Persistent link: https://www.econbiz.de/10006623166
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Theory and Methods - Rejoinder - Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior
Shively, Thomas S.; Kohn, Robert; Wood, Sally - In: Journal of the American Statistical Association : JASA 94 (1999) 447, pp. 804-806
Persistent link: https://www.econbiz.de/10006626501
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Theory and Methods - Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior
Shively, Thomas S.; Kohn, Robert; Wood, Sally - In: Journal of the American Statistical Association : JASA 94 (1999) 447, pp. 777-793
Persistent link: https://www.econbiz.de/10006626506