Ruin theory revisited : stochastic models for operational risk
Year of publication: |
2004
|
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Authors: | Embrechts, Paul ; Kaufmann, Roger ; Samorodnitsky, Gennady |
Published in: |
Risk management for central bank foreign reserves. - Frankfurt am Main : Europ. Central Bank, ISBN 92-9181-497-0. - 2004, p. 243-261
|
Subject: | Risiko | Risk | Stochastischer Prozess | Stochastic process | Kreditrisiko | Credit risk | Theorie | Theory | Basler Akkord | Basel Accord |
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