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The journal of operational risk
Center for Economic Research (RECent)
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Department of Economics / Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
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Modeling dependence of operational loss frequencies
Brechmann, Eike Christian
;
Czado, Claudia
;
Paterlini, Sandra
- In:
The journal of operational risk
8
(
2013/14
)
4
,
pp. 105-126
Persistent link: https://www.econbiz.de/10010388208
Saved in:
2
Operational risk dependencies and the determination of risk capital
Mittnik, Stefan
;
Paterlini, Sandra
;
Yener, Tina
- In:
The journal of operational risk
8
(
2013/14
)
4
,
pp. 83-104
Persistent link: https://www.econbiz.de/10010388209
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