Alexis Renaudin

Aon UK Ltd

London

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

288

SSRN CITATIONS

0

CROSSREF CITATIONS

6

Scholarly Papers (2)

1.

Quantile Distance Estimation for Operational Risk: A Practical Application

Journal of Operational Risk Volume 8/Number 2, Summer 2013 (73–102)
Number of pages: 30 Posted: 23 May 2014
Vincent Lehérissé and Alexis Renaudin
Bank of the West – BNP Paribas Group and Aon UK Ltd
Downloads 174 (222,197)

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Operational risk; Loss Distribution Approach; Quantile Distance; Maximum Likelihood Estimation; Generalized Method of Moments; Lognormal distribution; Goodness-of-fit tests.

A Simple, Transparent and Rational Weighting Approach to Combining Different Operational Risk Data Sources

Journal of Operational Risk 10(2), 23–44
Number of pages: 22 Posted: 02 Dec 2014 Last Revised: 09 Jun 2015
Alexis Renaudin and Matthew Grant
Aon UK Ltd and Aon UK Ltd
Downloads 114 (311,379)

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Operational Risk, Mixing, Loss Distribution Approach, Weighting, Anderson-Darling Statistics, Integration of External Data

A Simple, Transparent and Rational Weighting Approach to Combining Different Operational Risk Data Sources

Journal of Operational Risk, Vol. 10, No. 2, 2015
Number of pages: 22 Posted: 01 Jul 2016
Alexis Renaudin and Matthew Grant
Aon UK Ltd and Aon UK Ltd
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Abstract:

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operational risk, mixing, loss-distribution approach, weighting, Anderson–Darling statistics, integration of external data