Rapidly bounding the exceedance probabilities of high aggregate losses
Year of publication: |
2016
|
---|---|
Authors: | Gollini, Isabella ; Rougier, Jonathan |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 11.2016, 3, p. 97-116
|
Subject: | event loss table (ELT) | compound Poisson process | moment bound | Monte Carlo simulation | catastrophe modeling | Theorie | Theory | Monte-Carlo-Simulation | Wahrscheinlichkeitsrechnung | Probability theory | Simulation | Stochastischer Prozess | Stochastic process |
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