Publisher： Cambridge University Press
E-ISSN： 1783-1350|37|2|265-291
ISSN： 0515-0361
Source： ASTIN Bulletin, Vol.37, Iss.2, 2007-11, pp. : 265-291
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK
ASTIN Bulletin, Vol. 46, Iss. 2, 2016-02 ,pp. :
Access to resources
Recommend
Asymptotics for Operational Risk Quantified with Expected Shortfall
ASTIN Bulletin, Vol. 39, Iss. 2, 2009-11 ,pp. :
Modeling and Comparing Dependencies in Multivariate Risk Portfolios
ASTIN Bulletin, Vol. 28, Iss. 1, 1998-05 ,pp. :
Modeling and Generating Dependent Risk Processes for IRM and DFA
ASTIN Bulletin, Vol. 34, Iss. 2, 2004-11 ,pp. :
MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE
ASTIN Bulletin, Vol. 46, Iss. 1, 2015-11 ,pp. :