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Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1203618
Description: Estimation of the operational risk capital under the loss distribution approach requires evaluation of aggregate (compound) loss distributions, which is one of the classic problems in risk theory. Clo ... More
Reviewed: Reviewed
Authors: Fu, Genyuan Paul
Date: 2010
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/134545
Description: Purpose/Originality: To provide a basic concept of using transform approach to calculate the compound probability density function numerically. Key literature / theoretical perspective: Using the mome ... More
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