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~person:"Paterlini, Sandra"
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Paterlini, Sandra
Czado, Claudia
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Flexible
dependence
modeling
of operational risk losses and its impact on total capital requirements
Brechmann, Eike
;
Czado, Claudia
;
Paterlini, Sandra
- In:
Journal of Banking & Finance
40
(
2014
)
C
,
pp. 271-285
lines. Using real-world data, we then evaluate the impact of realistic
dependence
modeling
on estimating the total …
Persistent link: https://www.econbiz.de/10010738301
Saved in:
2
Flexible
dependence
modeling
of operational risk losses and its impact on total capital requirements
Brechmann, Eike
;
Czado, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
40
(
2014
),
pp. 271-270
Persistent link: https://www.econbiz.de/10010402193
Saved in:
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