Closed-form approximations for opertional value-at-risk
Year of publication: |
2013
|
---|---|
Authors: | Hernández, Lorenzo ; Tejero, Jorge ; Suárez, Alberto ; Carrillo Menéndez, Santiago |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 8.2013/14, 4, p. 39-54
|
Subject: | Bankrisiko | Bank risk | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Verlust | Loss | Statistische Verteilung | Statistical distribution | Iteratives Verfahren | Approximation method |
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