Statistical Risk and Insurance

Title: Should AMA be Replaced with SMA for Operational Risk ?

Journal: Journal of Operational Risk.

Peters G.W., Shevchenko P.V., Hassani B. and Chapelle A.

SSRN

Title: Full Bayesian Uncertainty Analysis of the Claims Development Result.

Journal: Insurance Mathematics and Economics (IME)

Peters G.W., Targino R. and Wuthrich M.V.

SSRN

Title: Standardized Measurement Approach: Pros and Cons.

Journal: Response to Basel Committee BIS 2016 consultative call for SMA proposal. June.

Peters G.W., Shevchenko P.V., Hassani B. and Chapelle A.

SSRN

Title: Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments.

Journal: Risks (Special Issue on General Insurance)

Peters G.W., Chen W. and Gerlach R.

[arXiv: 1603.01041].

Title: Removing the AMA could become a source of op risk.

Journal: Risk Magazine.

Chapelle A, Hassani B, Peters G.W., Sekeris E and Shevchenko P.

SSRN

Quantitative Risk Solutions Lab