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Risk neutral versus objective loss distribution and cdo tranches valuation. working paper available at http://ssrn.com/abstract=900784We consider the risk neutral loss distribution as implied by index CDO tranche quotes through a “scenario default rate ” model as opposed to the objective measure loss distribution based on historical analysis....
général - core.ac.uk - PDF: citeseerx.ist.psu.edu
Loss distribution approach in practice...research has been conducted over the past few years to address issues raised by the practical implementation of Basel II Advanced Measurement Approaches (AMA) and in particular the Loss Distribution Approach (LDA)....
Loss severity distribution estimation of operational risk using gaussian mixture model for loss distribution approach... Loss Distribution Approach (LDA) is a popular method to estimate economic capital(EC).This...
Loss distribution approach for operational riskIn this paper, we explore the Loss Distribution Approach (LDA) for computing the capital charge of a bank for operational risk where LDA refers to statistical/actuarial methods for modelling the loss distribution....
Twenty-first century insurance and loss distribution in tort lawTWENTY-FIRST CENTURY INSURANCE AND LOSS DISTRIBUTION IN TORT LAW Kenneth Abraham University of Virginia School of Law This paper locates tort liability within our larger system of compensation for injury and illness,...

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Traductions en contexte français - anglais

Figure 17 - Ventilation des pertes économiques directes de secouer et les effets secondaires des tremblements de terre 7208 de 1900 à 31.12.2012

Figure 17 – Disaggregation of Direct Economic Losses of Shaking and Secondary Effects from 7208 earthquakes from 1900 to 31.12.2012

général - CCMatrix (Wikipedia + CommonCrawl)
Figure 16 - Ventilation des pertes économiques directes de 60 choisi tremblements de terre majeurs de 1900-2012 dans les secteurs économiques 47 de perte.

Figure 16 – Disaggregation of direct economic losses of 60 selected major earthquakes from 1900-2012 into 47 economic sectors of loss.

général - CCMatrix (Wikipedia + CommonCrawl)


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