Operational risk quantification using extreme value theory and copulas : from theory to practice
Elise Gourier, Walter Farkas and Donato Abbate
| Year of publication: |
2009
|
|---|---|
| Authors: | Gourier, Elise ; Farkas, Walter ; Abbate, Donato |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 4.2009/10, 3, p. 3-26
|
| Subject: | Bank | Operationelles Risiko | Operational risk | Verlust | Loss | Risikomanagement | Risk management | Risikomaß | Risk measure | Ausreißer | Outliers | Multivariate Verteilung | Multivariate distribution | Empirische Methode | Empirical method |
| 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/10003900825