Tail dependency in operational risk models
Year of publication: |
2005
|
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Authors: | Sheikh, Ahraz ; Gavin, John |
Published in: |
Operational risk : practical approaches to implementation. - London : Risk Books, ISBN 1-904339-46-8. - 2005, p. 13-21
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Subject: | Operationelles Risiko | Operational risk | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Bankrisiko | Bank risk | Risikomodell | Risk model | Multivariate Verteilung | Multivariate distribution | Ausreißer | Outliers | Risikomaß | Risk measure | Theorie | Theory |
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