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TWO-STEP ESTIMATION OF A MULTI...
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Klüppelberg, Claudia
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Journal of banking & finance
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Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
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Risk management with extreme value theory
Klüppelberg, Claudia
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2002
Persistent link: https://www.econbiz.de/10001745767
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Approximationen erster Ordnung für operationelle Risiken unter Abhängigkeiten
Böcker, Klaus
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Klüppelberg, Claudia
- In:
Risikomanagement und kapitalmarktorientierte …
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(pp. 403-420)
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2009
Persistent link: https://www.econbiz.de/10003861248
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Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
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Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
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