Name Card

Full name Familienname, Vorname
Temnov, Gregory
 
Main Affiliation Organisations­zuordnung
 

Own Publications Eigene Publikationen

Results 1-17 of 17 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Grandits, Peter ; Temnov, Grigory A global consistency result for the two-dimensional Pareto distribution in the presence of mis-specified inflationArtikel Article2010
2GRANDITS, PETER ; KAINHOFER, REINHOLD ; TEMNOV, GRIGORY On the impact of hidden trends for a compound Poisson model with Pareto-type claimsArtikel Article2010
3Shevchenko, Pavel ; Temnov, Gregory Modeling operational risk data reported above a time-varying thresholdArtikel Article2009
4Temnov, Gregory On the role of asymptotic statistics in the modelling of actuarial dataPräsentation Presentation2008
5Temnov, Gregory Theoretical and practical issues of operational risk measurementPräsentation Presentation2008
6Temnov, Gregory ; Warnung, Richard A Comparison of Loss Aggregation Methods for Operational RiskArtikel Article2008
7Schaller, Peter ; Temnov, Gregory Fast and efficient computation of convolutions: applying FFT to heavy tailed distributionsArtikel Article 2008
8Temnov, Gregory Managing operational risk: methodology and prospectsBuchbeitrag Book Contribution2008
9Temnov, Gregory Operational Risk Analytics: General Methodology and Special TopicsPräsentation Presentation2007
10Temnov, Gregory Fourier Transform as an Efficient Methodology for Loss AggregationPräsentation Presentation2007
11Temnov, Gregory Managing Operational Risk: Models, Loss Aggregation and InsurancePräsentation Presentation2007
12Temnov, Gregory Combined Methodology for Managing Operational RiskPräsentation Presentation2007
13Temnov, Gregory Measuring operational risk: from modelling to the insurancePräsentation Presentation2007
14Temnov, Gregory Combined methodology for managing operational riskPräsentation Presentation2006
15Temnov, Gregory Combining extreme value theory with credibility methods for modelling operational riskPräsentation Presentation2006
16Temnov, Gregory Combining extreme value theory, credibility methods and point processes in operational risk modelingPräsentation Presentation2006
17Temnov, Gregory Combined Methodology for Modelling and Measuring Operational RiskPräsentation Presentation2006