Hansjörg Furrer

发表

QUANTIFYING REGULATORY CAPITAL FOR OPERATIONAL RISK

Paul Embrechts, Roger Kaufmann, P. Embrechts, 2003 .

Risk processes perturbed by α-stable Lévy motion

Hansjörg Furrer, H. Furrer, 1998 .

Stable Lévy motion approximation in collective risk theory

Aleksander Weron, Zbigniew Michna, A. Weron, 1997 .

Stochastic processes in insurance and finance

Paul Embrechts, Rüdiger Frey, P. Embrechts, 2001 .

Market-Consistent Actuarial Valuation

Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer, 2007 .