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A comparison of numerical approaches to determine the severity of losses
Gzyl, Henryk; Novi-Inverardi, Pier Luigi; Tagliani, Aldo - In: The journal of operational risk 8 (2013) 1, pp. 3-15
Persistent link: https://www.econbiz.de/10010256992
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A numerical approach to the risk capital allocation problem
Gzyl, Henryk; Mayoral, Silvia - In: Journal of risk 23 (2021) 5, pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
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Determing the total loss distribution from the moments of the exponential pf the compound loss
Gzyl, Hendryk - In: The journal of operational risk 6 (2011) 3, pp. 3-13
Persistent link: https://www.econbiz.de/10009374124