 | Date | Auteur | | Descriptif | Société | |
|---|
 Divers | |
| Estimation | |
| Finance | |
| Frais de santé | |
| Mathématiques financières & Modèles d'actifs | |
| Mesures de risque | |
| Mortalité prospective | |
| Mortalité stochastique | |
| Optimisation | |
| Options | |
| Prévoyance collective | |
| Probabilités & Processus stochastiques | |
| Provisions techniques | |
| Réassurance | |
| Retraite | |
 Risque opérationnel | |
| 03/25/2015 | KARAM E.,PLANCHET F. |  | Combining internal data with scenario analysis | ISFA | |
| 01/23/2012 | OPDYKE J.D.,CAVALLO A. | | Estimating Operational Risk Capital: the Challenges of Truncation,the Hazards of MLE, and the Promise of Robust Statistics | SSRN | |
| 01/18/2012 | KARAM E.,PLANCHET F. | | Operational Risks in Financial Sectors | ISFA | |
| 03/15/2011 | HORBENKO H.,RUCKDESCHEL P.,BAE T. | | Robust Estimation of Operational Risk | FRAUNHOFER ITWM | |
| 04/11/2009 | 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 | THE JOURNAL OF OPERATIONAL RISK | |
| 07/04/2007 | LAMBRIGGER D. D.,SHEVCHENKO P. V.,WÜTHRICH M. V. | | The Quantification of Operational Risk using Internal Data, Relevant External Data and Expert Opinions | ETH | |
| 06/20/2007 | KAISHEV V. K.,DIMITROVA D. S. ,IGNATOV Z. G. | | Operational Risk and Insurance: A Ruin-probabilistic Reserving Approach | OPERATIONAL RISK AND INSURANCE | |
| 07/01/2006 | 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 | THE ADVANCED MEASUREMENT APPROACH TO OPERATIONAL RISK | |
| 01/01/2006 | CHAVEZ-DEMOULIN V.,EMBRECHTS P.,NESLEHOVA J. | | 30 (10) / Quantitative models for operational risk: extremes, dependence and aggregation | JOURNAL OF BANKING AND FINANCE | |
| Simulation | |
| Solvabilité & Capital économique | |
| Statistiques & Analyse des données | |
| Théorie des valeurs extrêmes | |
| Théorie du risque | |