Measuring Tail Operational Risk in Univariate and Multivariate Models under Extreme Losses
Year of publication: |
2020
|
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Authors: | Yang, Yang |
Other Persons: | Gong, Yishan (contributor) ; Liu, Jiajun (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Multivariate Analyse | Multivariate analysis | Risikomanagement | Risk management | Verlust | Loss | Ausreißer | Outliers |
Extent: | 1 Online-Ressource (22 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 22, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3607639 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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