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Georges, Pierre's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,580 |
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Citations
19 |
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1.
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Frachot, Antoine
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) Georges, Pierre
affiliation not provided to SSRN Roncalli, Thierry
Universite d'Evry
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2,228
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16
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Operational risk, aggregated loss, compound distribution, loss severity, loss frequency, Panjer algorithm, Capital-at-Risk, economic capital allocation, order statistics, LDA, IMA, RPI, copulas.
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2.
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Georges, Pierre
affiliation not provided to SSRN Lamy, Arnaud-Guilhem
affiliation not provided to SSRN Nicolas, Emeric
affiliation not provided to SSRN Quibel, Guillaume
affiliation not provided to SSRN Roncalli, Thierry
Universite d'Evry
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352
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3
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Survival copula, frailty model, ageing concepts, competing risks, failure time, order statistics, prepayment, credit risk measure, default mode, correlated defaults, risk-bucket capital charge, default digital put, credit default swap, first-to-default
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