Implementing loss distribution approach for operational risk (Q3103153): Difference between revisions

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+Operational Risk
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+Q5706744
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+The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
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+An Extension of Panjer's Recursion
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+A generalization of Panjer's recursion and numerically stable risk aggregation
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+Panjer recursion versus FFT for compound distributions
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+Efficient And Precise Computation Of Convolutions: Applying Fft To Heavy Tailed Distributions
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+Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models
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+A course in credibility theory and its applications
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+Application of Coherent Risk Measures to Capital Requirements in Insurance
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+Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness
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+Multivariate extremes and the aggregation of dependent risks: examples and counter-examples
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+Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
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+Q4382161
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+Q3127236
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+Bayesian copulae distributions, with application to operational risk management
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