Tertius de Wet

Stellenbosch University

Tertius de Wet is currently Professor at Stellenbosch University, South Africa. He is also an Extraordinary Professor at North West University, from which he obtained his doctorate. He has published widely in statistics with his research currently focussed on extreme value theory.

Articles by Tertius de Wet

Original research

A simulation comparison of quantile approximation techniques for compound distributions popular in operational risk

The objective of this paper is to compare numerical approximation techniques in terms of their practical usefulness and potential applicability in an operational risk context.

21 Mar 2016

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