Truncated lognormals as a power-law mimic in operational risk
Roberto Torresetti and Claudio Nordio
| Year of publication: |
2015
|
|---|---|
| Authors: | Torresetti, Roberto ; Nordio, Claudio |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 10.2015/2016, 3, p. 21-41
|
| Subject: | Advanced measurement approach (AMA) | Lognormal distribution | Operational risk | Original research | Theorie | Theory | Operationelles Risiko | Risikomanagement | Risk management | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Statistische Verteilung | Statistical distribution | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2015.163 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013262990