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Impact of Insurance for Operational Risk: Is it worthwhile to insure or be insured for severe losses?

21 October 2010

Papers citing "Impact of Insurance for Operational Risk: Is it worthwhile to insure or be insured for severe losses?"

2 / 2 papers shown

Title
Bayesian Cointegrated Vector Autoregression models incorporating Alpha-stable noise for inter-day price movements via Approximate Bayesian Computation G. Peters B. Kannan B. Lasscock C. Mellen S. Godsill 92 14 0 01 Aug 2010
Likelihood-free Bayesian inference for alpha-stable models G. Peters Scott A. Sisson Yanan Fan 85 65 0 23 Dec 2009