Approximationen erster Ordnung für operationelle Risiken unter Abhängigkeiten
Year of publication: |
2009
|
---|---|
Authors: | Böcker, Klaus ; Klüppelberg, Claudia |
Published in: |
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph. - Frankfurt am Main : Knapp, ISBN 978-3-8314-0826-9. - 2009, p. 403-420
|
Subject: | Operationelles Risiko | Operational risk | Bankrisiko | Bank risk | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure | Multivariate Analyse | Multivariate analysis | Theorie | Theory |
-
Multivariate Modellierung operationeller Risiken in Kreditinstituten
Bayer, Verena, (2012)
-
Multivariate Modellierung operationeller Risiken in Kreditinstituten
Bayer, Verena, (2012)
-
Multivariate VaRs for operational risk capital computation : a vine structure approach
Guégan, Dominique, (2013)
- More ...
-
Böcker, Klaus, (2005)
-
Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation
Hillebrand, Martin, (2008)
-
Interaction of market and credit risk:an analysis of inter-risk correlationand risk aggregation
Böcker, Klaus, (2008)
- More ...