Understanding the Economic Determinants of the Severity of Operational Losses : A Regularized Generalized Pareto Regression Approach
Year of publication: |
2018
|
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Authors: | Hambuckers, Julien |
Other Persons: | Groll, Andreas (contributor) ; Kneib, T. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Regressionsanalyse | Regression analysis | Verlust | Loss |
Extent: | 1 Online-Ressource (56 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 22, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3107265 [DOI] |
Classification: | c18 ; C52 - Model Evaluation and Testing ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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