Operational risk models and asymptotic normality of maximum likelihood estimation
Paul Larsen
| Year of publication: |
2016
|
|---|---|
| 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 | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Operationelles Risiko | Operational risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2016.183 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013177178