Evaluating operational risk by an inhomogeneous counting process based on Panjer recursion
| Autor: | Viswanathan Arunachalam, José Alfredo Jiménez Moscoso |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Economics and Econometrics
021103 operations research Counting process Computer science 0211 other engineering and technologies 02 engineering and technology Panjer recursion 01 natural sciences Original research Operational risk 010104 statistics & probability Calculus 0101 mathematics Business and International Management Finance |
| Zdroj: | ORCID Microsoft Academic Graph José Alfredo Jiménez Moscoso Scopus-Elsevier The Journal of Operational Risk |
| ISSN: | 1744-6740 |
| DOI: | 10.21314/jop.2016.169 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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