10 research outputs found
Modeling the Risk Process in the XploRe Computing Environment
Full text linkA user friendly approach to modeling the risk process is presented. It utilizes the insurance library of the XploRe computing environment which is accompanied by on-line, hyperlinked and freely downloadable from the web manuals and e-books. The empirical analysis for Danish fire losses for the years 1980-90 is conducted and the best fitting of the risk process to the data is illustrated
Enterprise risk management in financial groups: analysis of risk concentration and default risk
No full textEnterprise risk management, Copulas, Financial groups, Joint default risk, G20, G28, C16,
Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution
No full text
