This paper considers some univariate and multivariate operational risk models, in which the loss severities are modelled by some weakly tail dependent and heavy-tailed positive random variables, and the loss frequency processes are some general counting processes. In such models, we derive some...

This paper considers a bivariate operational risk cell model, in which the loss severities are modeled by some heavy-tailed and weakly (or strongly) dependent non-negative random variables, and the frequency processes are described by two arbitrarily dependent general counting processes. In such...