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Підхід розподіл втрата для оперативного капіталу моделювання ризику при Базель II: комбінуючи різні джерела даних для оцінки ризику
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Підхід розподіл втрата для оперативного капіталу моделювання ризику при Базель II: комбінуючи різні джерела даних для оцінки ризику (2013)Підхід розподіл втрата для оперативного к…Stochastic claims reserving methods in insurance (2008)Stochastic claims reserving m…Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis (2007)Operational Risk: A Guide to …Uncertain Judgements: Eliciting Experts' Probabilities (2006)Uncertain Judgements: Eliciti…Quantitative models for operational risk: Extremes, dependence and aggregation (2006)Quantitative models for opera…A Tale of Tails: An Empirical Analysis of Loss Distribution Models for Estimating Operational Risk Capital (2006)A Tale of Tails: An Empirical…Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management:…The Modelling of Operational Risk: Experience with the Analysis of the Data Collected by the Basel Committee (2004)The Modelling of Operational …Monte Carlo Methods in Financial Engineering (2003)Monte Carlo Methods in Financ…Constructing Probability Boxes and Dempster-Shafer Structures (2003)Constructing Probability Boxe…Combination of Evidence in Dempster-Shafer Theory (2002)Combination of Evidence in De…Mathematical representation of uncertainty (2001)Mathematical representation o…Loss Models: from Data to Decisions. By Stuart Klugman, Harry Panjer and Gordon Willmot [John Wiley & Sons, New York, 1998] (1999)Loss Models: from Data to Dec…Modelling Extremal Events (1997)Modelling Extremal EventsModelling of extremal events in insurance and finance (1994)Modelling of extremal events …On the dempster-shafer framework and new combination rules (1987)On the dempster-shafer framew…Arithmetic and other operations on Dempster-Shafer structures (1986)Arithmetic and other operatio…The Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)Conditional value-at-risk for general loss distributions (2002)Brownian Motion and Stochastic Calculus (2007)Top Incomes in the Long Run of History (2011)An Introduction to Copulas (1999)Coherent Measures of Risk (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Pair-copula constructions of multiple dependence (2007)Quantitative Risk Management (2011)A critical review on supply chain risk – Definition, measure and modeling (2014)Advances in the Dempster-Shafer theory of evidence (1994)Risks and decisions for conservation and environmental management (2005)Robust optimization – A comprehensive survey (2007)A k-Nearest Neighbor Classification Rule Based on Dempster-Shafer Theory (2008)Judgment Under Uncertainty: Heuristics and Biases. (1984)On ordered weighted averaging aggregation operators in multicriteria decisionmaking (1988)Fuzzy sets (1996)Proceedings of the 2002 Winter Simulation Conference (2002)Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (2004)ENTROPY AND SPECIFICITY IN A MATHEMATICAL THEORY OF EVIDENCE (1983)The combination of evidence in the transferable belief model (1990)On the evidential reasoning algorithm for multiple attribute decision analysis under uncertainty (2002)Computational Methods for A Mathematical Theory of Evidence (2008)Entropy and Specificity in a Mathematical Theory of Evidence (2008)Fuzzy sets (1965)Probability Concepts in Engineering Planning and Design (1975)Probability, reliability and statistical methods in engineering design (1999)Engineering computation under uncertainty – Capabilities of non-traditional models (2007)Stochastic finite element methods for partial differential equations with random input data (2014)Empirical properties of asset returns: stylized facts and statistical issues (2001)Maximum-Likelihood Estimation (2017)Multilevel Monte Carlo Path Simulation (2008)Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)Simulation Modeling and Analysis (2016)Eliciting Expert Knowledge in Conservation Science (2012)Model Parameter Estimation and Uncertainty Analysis (2012)Sensitivity analysis of environmental models: A systematic review with practical workflow (2016)Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (2009)Dependent Loss Reserving using Copulas (2011)Micro-level stochastic loss reserving for general insurance (2013)
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166 cited
  • 1999Loss Models: from Data to Decisions. By Stuart Klugman, Harry Panjer and Gordon Willmot [John Wiley & Sons, New York, 1998]164 cited
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