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We study and compare two frameworks : a model of influence, and command games. In the influence model, in which players are to make a certain acceptance/rejection decision, due to influence of other players, the decision of a player may be different from his inclination. We study a relation...
Persistent link: https://www.econbiz.de/10005797758
Operational risks inside banks and insurance companies is currently an important task. The computation of a risk measure associated to these risks lies on the knowledge of the so-called Loss Distribution Function. Traditionally this distribution function is computed via the Panjer algorithm...
Persistent link: https://www.econbiz.de/10005051728
, our aim is to test whether non-parametric statistical procedures based on a Kernel method can improve classical linear …
Persistent link: https://www.econbiz.de/10005510592