Dynamic operational risk: Modeling dependence and combining different sources of information

Gareth Peters, Pavel Shevchenko, Mario V Wüthrich

Research output: Contribution to journal › Article › peer-review

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@article{35fe3e18ded74b0aa51a3a10fcc12812,

title = "Dynamic operational risk: Modeling dependence and combining different sources of information",

author = "Gareth Peters and Pavel Shevchenko and W{\"u}thrich, \{Mario V\}",

year = "2009",

month = jun,

day = "1",

doi = "10.21314/JOP.2009.059",

language = "English",

volume = "4",

pages = "69--104",

journal = "Journal of Operational Risk",

issn = "1744-6740",

publisher = "Incisive Media Ltd.",

number = "2",

}

TY - JOUR

T1 - Dynamic operational risk: Modeling dependence and combining different sources of information

AU - Peters, Gareth

AU - Shevchenko, Pavel

AU - Wüthrich, Mario V

PY - 2009/6/1

Y1 - 2009/6/1

U2 - 10.21314/JOP.2009.059

DO - 10.21314/JOP.2009.059

M3 - Article

SN - 1744-6740

VL - 4

SP - 69

EP - 104

JO - Journal of Operational Risk

JF - Journal of Operational Risk

IS - 2

ER -