Evidence, estimates and extreme values from Austria
Year of publication: |
2014
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Authors: | Kerbl, Stefan |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 9.2014/2015, 3, p. 89-123
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Subject: | Extreme value theory (EVT) | Generalised Pareto distribution | Operational risk | Risk management | Forum | Risikomanagement | Ausreißer | Outliers | Österreich | Austria | Risikomaß | Risk measure | Operationelles Risiko | Statistische Verteilung | Statistical distribution |
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