An efficient threshold choice for the computation of operational risk capital
Dominique Guégan; Bertrand K. Hassani; Cédric Naud
Year of publication: |
2011
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Authors: | Guégan, Dominique ; Hassani, Bertrand K. ; Naud, Cédric |
Published in: |
The journal of operational risk. - London : Incisive Media, ISSN 1744-6740, ZDB-ID 22389891. - Vol. 6.2011/12, 4, p. 3-19
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