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Flexible estimation of risk metric using copula model for the joint severity-frequency loss framework Sabyasachi GuharayK. From This Paper Figures, tables, and topics from this paper. Representatives of Chairs and acadamic institutions attached to the Institut Louis Bachelier with paid-up membership.

Loss Distribution Approach in Practice ∗

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This paper has 59 citations. Get fast, free shipping with Amazon Prime. Internal dataexternal data and consortium data for operational risk measurement: Qntoine the Health-Care Risk: Mixing internal and external data for managing operational risk Antoine FrachotThierry Roncalli Get to Know Us. Learn more at Author Central.

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