Quantitative models for operational risk: Extremes, dependence and aggregation
| Year of publication: |
2006
|
|---|---|
| Authors: | Chavez-Demoulin, V. ; Embrechts, P. ; Neslehová, J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 30.2006, 10, p. 2635-2658
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