A tale of tails: an empirical analysis of loss distribution models for estimating operational risk capital
Year of publication: |
2006
|
---|---|
Authors: | Dutta, Kabir ; Perry, Jason |
Institutions: | Federal Reserve Bank of Boston |
Subject: | Risk management |
-
Time-varying risk aversion : an application to energy hedging
Cotter, John, (2010)
-
Risk-Management im strategischen internationalen Marketing
Fasse, Friedrich-Wilhelm, (1995)
-
Gebhard, Rüdiger, (1995)
- More ...
-
Dutta, Kabir, (2006)
-
Dutta, Kabir, (2006)
-
Dutta, Kabir, (2007)
- More ...