https://www.risk.net/journal-of-operational-risk/2450272/evaluating-operational-risk-by-an-inhomogeneous-counting-process-based-on-panjer-recursion
Evaluating operational risk by an inhomogeneous counting process based on Panjer recursion -...
Oct 14, 2024 - This paper proposes a new approach for determining OpVaR using an inhomogeneous counting process based on Panjer recursion as the frequency distribution.
operational riskcounting processpanjer recursionevaluatinginhomogeneous