Narrow search
Showing 1 - 4 of 4
Cover Image
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
Bee, Marco; Hambuckers, J.; Trapin, L. - In: Quantitative finance 21 (2021) 7, pp. 1207-1221
Persistent link: https://www.econbiz.de/10012588037
Cover Image
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco; Hambuckers, Julien - 2020
Persistent link: https://www.econbiz.de/10012417238
Cover Image
Some analytical results on bivariate stable distributions with an application in operational risk
Tafakori, Laleh; Bee, Marco; Soltani, Ahmad Reza - In: Quantitative finance 22 (2022) 7, pp. 1355-1369
Persistent link: https://www.econbiz.de/10013367907
Cover Image
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco; Hambuckers, Julien - In: The journal of operational risk 17 (2022) 1, pp. 81-111
Persistent link: https://www.econbiz.de/10014546257