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 journalArticlepeer-review

18 Citations (Scopus)
Original languageEnglish
Pages (from-to)565-579
JournalInsurance: Mathematics and Economics
Issue number3
Publication statusPublished - 1 Nov 2011

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