Alternative approaches to generalized Pareto distribution shape parameter estimation through expert opinions
Claudio Andreatta; Diego Mazza
| Year of publication: |
2013
|
|---|---|
| Authors: | Andreatta, Claudio ; Mazza, Diego |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 8.2013, 2, p. 47-72
|
| Subject: | Bankrisiko | Bank risk | Pareto-Optimum | Pareto efficiency | Operationelles Risiko | Operational risk | Szenariotechnik | Scenario analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009774215