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On the absolute ruin problem in a Sparre Andersen risk model with constant interest
On the absolute ruin problem in a Sparre Andersen risk model with constant interest Presented at August 2011 46th Actuarial Research Conference. Develops the Multi-threshold Compound Poisson ...- Authors: Andrei Lucian Badescu, Ilie Mitric, David A Stanford
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM
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A Mixture Model Approach to Operational Risk Management
A Mixture Model Approach to Operational Risk Management This abstract describes a paper that proposes a mixture model approach to model and quantify the loss frequency and severity and the ...- Authors: Andrei Lucian Badescu, Xiaodong Sheldon Lin
- Date: Feb 2014