Extremal Events in a Bank Operational Losses
Year of publication: |
2010
|
---|---|
Authors: | Dahen, Hela ; Dionne, Georges ; Zajdenweber, Daniel |
Institutions: | Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) |
Subject: | Bank operational loss | value at risk | Pareto distribution | insurance premium | extremal event |
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