Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation (Q654840)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analytic loss distributional approach models for operational risk from the -stable doubly stochastic compound processes and implications for capital allocation |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation |
scientific article |
Statements
Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation (English)
0 references
21 December 2011
0 references
operational risk
0 references
loss distributional approach
0 references
doubly stochastic Poisson process
0 references
\(\alpha\)-stable
0 references
Basel II
0 references
Solvency II
0 references
0 references
0.7852429747581482
0 references
0.7834663987159729
0 references
0.7761241793632507
0 references
0.7647775411605835
0 references
0.7567061185836792
0 references
