Modeling catastrophic operational risk using a compound Neyman-Scott clustering model
Zied Gara and Lotfi Belkacem
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Gara, Zied ; Belkacem, Lotfi |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 13.2018, 1, p. 51-75
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| Subject: | loss distribution approach (LDA) | human-made catastrophes | natural catastrophes | Neyman-Scott process | operational risk | temporal clustering | Operationelles Risiko | Operational risk | Katastrophe | Disaster | Risikomodell | Risk model | Theorie | Theory | Regionales Cluster | Regional cluster | Risikomanagement | Risk management | Elementarschadenversicherung | Natural disaster insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2018.204 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011848903