Theoretical sensitivity analysis for quantitative operational risk management
Year of publication: |
August 2017
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Authors: | Kato, Takashi |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 5, p. 1-23
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Subject: | Sensitivity analysis | quantitative operational risk management | regular variation | value at risk | Theorie | Theory | Risikomanagement | Risk management | Operationelles Risiko | Operational risk | Sensitivitätsanalyse | Finanzdienstleistung | Financial services | Risikomaß | Risk measure |
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