 | Date | Société | Auteur | | Descriptif | |
|---|
 Documentation diverse | |
| ISFA - Assurance non-vie | |
| ISFA - Assurance vie | |
| ISFA - IFRS et Solvabilité 2 | |
| ISFA - Modèles de durée | |
| ISFA - Modèles financiers en assurance | |
| ISFA - Modélisations avancées en assurance | |
| ISFA - Risque de crédit | |
 ISFA - Risque opérationnel | |
| 04/11/2009 | THE JOURNAL OF OPERATIONAL RISK | PETERS G. W. ,SHEVCHENKO P V.,WÜTHRICH M. V. |  | 4(2), pp. 69-104 / Dynamic operational risk: modeling dependence and combining different sources of information | |
| 03/25/2015 | ISFA | KARAM E.,PLANCHET F. | | Combining internal data with scenario analysis | |
| 01/23/2012 | SSRN | OPDYKE J.D.,CAVALLO A. | | Estimating Operational Risk Capital: the Challenges of Truncation,the Hazards of MLE, and the Promise of Robust Statistics | |
| 10/05/2013 | ISFA | KARAM E.,PLANCHET F. | | Estimation Errors and SCR Calculation | |
| 12/01/2006 | HEC MONTRÉAL | DAHEN H. | | La Quantification du Risque Opérationnel des Institutions Bancaires | |
| 06/01/2007 | AFFI | MAURER F. | | Les développements récents de la mesure du risque opérationnel | |
| 06/28/2014 | ISFA | KARAM E. | | Measuring and Managing Operational Risk in the Insurance and Banking Sectors | |
| 06/20/2007 | OPERATIONAL RISK AND INSURANCE | KAISHEV V. K.,DIMITROVA D. S. ,IGNATOV Z. G. | | Operational Risk and Insurance: A Ruin-probabilistic Reserving Approach | |
| 01/18/2012 | ISFA | KARAM E.,PLANCHET F. | | Operational Risks in Financial Sectors | |
| 01/01/2005 | UNIVERSITÉ D'AVIGNON | JEZZINI M. | | Revue de la littérature : Risque Opérationnel | |
| 03/15/2011 | FRAUNHOFER ITWM | HORBENKO H.,RUCKDESCHEL P.,BAE T. | | Robust Estimation of Operational Risk | |
| 07/04/2007 | ETH | LAMBRIGGER D. D.,SHEVCHENKO P. V.,WÜTHRICH M. V. | | The Quantification of Operational Risk using Internal Data, Relevant External Data and Expert Opinions | |
| 07/01/2006 | THE ADVANCED MEASUREMENT APPROACH TO OPERATIONAL RISK | CHERNOBAI A.,MENN C.,MOSCADELLI M.,RACHEV S.,TRUECK S. | | Treatment of Incomplete Data in the Field of Operational Risk: The Effects on Parameter Estimates, EL and UL Figures | |
| 11/01/2008 | THE JOURNAL OF RISK MODEL VALIDATION | SIBBERTSEN P.,STAHL G.,LUEDTKE C. | | Volume 2 / Number 4 / Measuring model risk | |
| 07/01/2006 | MATHEMATICAL FINANCE | CONT R. | | Vol. 16, No. 3 (July 2006), 519–547 / Model uncertainty and its Impact on the Pricing of Derivative Instruments | |
| ISFA - Théorie de la crédibilité | |