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m Provided another reference to deal with an initialisation issue that may arise using that algorithm. |
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As observed, an issue may arise at the initialization of the recursion. Guégan and Hassani (2009) have proposed a solution to deal with that issue
<ref>{{cite journal
|last1 = Guégan |first1 = D.
|last2 = Hassani |first2 = B.K.
|title = A modified Panjer algorithm for operational risk capital calculations
|year = 2009
|journal = Journal of Operational Risk, 2009, 4 (4), pp.53-72
|volume = 4
|issue = 4
|pages = 53-72
|url = http://www.risk.net/journal-of-operational-risk/technical-paper/2160851/a-modified-panjer-algorithm-operational-risk-capital-calculations
}}</ref>.
== References ==
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