Modeling dependence of operational loss frequencies
Year of publication: |
2013
|
---|---|
Authors: | Brechmann, Eike Christian ; Czado, Claudia ; Paterlini, Sandra |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 8.2013/14, 4, p. 105-126
|
Subject: | Operationelles Risiko | Operational risk | Verlust | Loss | Risikomodell | Risk model | Multivariate Verteilung | Multivariate distribution | Bankrisiko | Bank risk | Italien | Italy |
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