Truncated Lognormals as a Power Law Mimicry in Operational Risk
Year of publication: |
2014
|
---|---|
Authors: | Torresetti, Roberto |
Other Persons: | Nordio, Claudio (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution | Operationelles Risiko | Operational risk |
Extent: | 1 Online-Ressource (12 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 19, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2543767 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Operational risk modelling in insurance and banking
Vukovic, Ognjen, (2016)
-
Jongh, Pieter Juriaan de, (2016)
-
On modeling contagion in the formation of operational risk loss
Gao, Xiang, (2021)
- More ...
-
Scaling Operational Loss Data and Its Systemic Risk Implications
Torresetti, Roberto, (2014)
-
Truncated lognormals as a power-law mimic in operational risk
Torresetti, Roberto, (2015)
-
Liquidity-Adjusted Market Risk Measures with Stochastic Holding Period
Brigo, Damiano, (2010)
- More ...