Original language | English |
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Pages (from-to) | 565-579 |
Journal | Insurance: Mathematics and Economics |
Volume | 49 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1 Nov 2011 |
Analytic loss distributional approach models for operational risk from the -stable doubly stochastic compound processes and implications for capital allocation
Gareth W. Peters, Pavel V. Shevchenko, Mark Young, Wendy Yip
Research output: Contribution to journal › Article › peer-review
18
Citations
(Scopus)