Kernel alternatives to approximate operational severity distribution : an empirical application
Year of publication: |
2012
|
---|---|
Authors: | Di Pietro, Filippo ; Oliver Alfonso, María Dolores ; Irimia Diéguez, Ana I. |
Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 35.2012, p. 17-26
|
Subject: | Operationelles Risiko | Operational risk | Verlust | Loss | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Risikomaß | Risk measure |
-
Measuring Tail Operational Risk in Univariate and Multivariate Models under Extreme Losses
Yang, Yang, (2020)
-
Qualification of operational risk : statistical insights on coherent risk measures
Vee, Dany Ng Cheong, (2019)
-
Operational risk quantification using extreme value theory and copulas : from theory to practice
Gourier, Elise, (2009)
- More ...
-
Kernel alternatives to approximate operational severity distribution : an empirical application
Di Pietro, Filippo, (2012)
-
Diseño de un modelo específico para la predicción de la quiebra de micro-entities
Blanco Oliver, Antonio J., (2016)
-
Diseño de un modelo específico para la predicción de la quiebra de micro-entities
Blanco Oliver, Antonio J., (2016)
- More ...