Modeling correlated frequencies with application in operational risk management
Andrei L. Badescu, Lan Gong, X. Sheldon Lin and Dameng Tang
| Year of publication: |
2015
|
|---|---|
| Authors: | Badescu, Andrei L. ; Gong, Lan ; Lin, X. Sheldon ; Tang, Dameng |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 10.2015, 1, p. 1-43
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| Subject: | advanced measurement approach | correlated frequency | Erlang-based mixture model | EM algorithm | operational risk management | value at risk | Risikomanagement | Risk management | Risikomaß | Risk measure | Operationelles Risiko | Operational risk | Korrelation | Correlation | Bankrisiko | Bank risk | Statistische Verteilung | Statistical distribution | Basler Akkord | Basel Accord | Theorie | Theory | Algorithmus | Algorithm |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011298878