Measuring operational risk using a mean scaled individual risk model
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Publication:1826792
DOI10.1016/S0096-3003(03)00568-XzbMath1089.91036MaRDI QIDQ1826792
Publication date: 6 August 2004
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
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Cites Work
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- Differential-geometrical methods in statistics
- Some recent results in infinite divisibility
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- Improved approximations for the aggregate claims distribution of a life insurance portfolio
- On parameter orthogonality to the mean
- On mean scaled insurance risk models
- Economic risk capital allocation from top down
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