Zied Gara

University of Sousse - MaPReCoB Research Unit

Sousse

Tunisia

SCHOLARLY PAPERS

1

DOWNLOADS

1

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Modeling Catastrophic Operational Risk Using a Compound Neyman–Scott Clustering Model

Journal of Operational Risk, Forthcoming
Number of pages: 25 Posted: 26 Feb 2018
Zied Gara and Lotfi BelKacem
University of Sousse - MaPReCoB Research Unit and University of Sousse - Laboratory Research for Economy, Management and Quantitative Finance (LaREMFiQ)
Downloads 1 (674,123)
  • Add to Cart

Abstract:

Loading...

loss distribution approach (LDA), human-made catastrophes, natural catastrophes, Neyman–Scott process, operational risk, temporal clustering