Benelec Pty Ltd.;
Sydney;
Australia;
Department of Applied Finance & Actuarial Studies;
Faculty of Business and Economics;
Macquarie University;
Sydney;
Australia;
Aggregate; Collateral; Losses; Bivariate; Compound; Cox; Process; Shot; Noise; Process; Farlie-Gumbel-Morgenstern; Copula; Tail; Dependence; Joint; Fast; Fourier; Transform;