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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