Operational risk models and asymptotic normality of maximum likelihood estimation
Year of publication: |
2016
|
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Authors: | Larsen, Paul |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 11.2016, 4, p. 55-78
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Subject: | asymptotic normality | heavy-tailed distributions | maximum likelihood estimation (MLE) | operational risk models | loss distribution approach (LDA) | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Operationelles Risiko | Operational risk | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Risikomanagement | Risk management |
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