Operational risk modelling in insurance and banking
Ognjen Vukovic (Department for Finance, University of Liechtenstein, Vaduz, Liechtenstein)
Year of publication: |
July-September 2016
|
---|---|
Authors: | Vukovic, Ognjen |
Published in: |
Inventi impact: microfinance & banking. - Bhopal : IJPL, ISSN 2249-1007, ZDB-ID 2681334-8. - 2016, 3, p. 172-184
|
Subject: | Insurance | Operational Risk | Monte Carlo | Statistical Distribution | Modelling | Copula | Convolution | Loss Frequency | Severity | Risikomodell | Risk model | Operationelles Risiko | Operational risk | Bankrisiko | Bank risk | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Versicherung | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Monte-Carlo-Simulation | Monte Carlo simulation | Risikomaß | Risk measure | Verlust | Loss |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
Multivariate VaRs for operational risk capital computation : a vine structure approach
Guégan, Dominique, (2013)
-
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
Brechmann, Eike, (2014)
-
Tail dependency in operational risk models
Sheikh, Ahraz, (2005)
- More ...
Similar items by person