An extreme value approach for modeling operational risk losses depending on covariates
Valérie Chavez-Demoulin, Paul Embrechts, Marius Hofert
| Year of publication: |
September 2016
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|---|---|
| Authors: | Chavez-Demoulin, Valérie ; Embrechts, Paul ; Hofert, Marius |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 83.2016, 3, p. 735-776
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| Subject: | Verlust | Loss | Operationelles Risiko | Operational risk | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Bank | Versicherung | Insurance | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jori.12059 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011561307