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subject:"Germany"
subject:"Theory"
~isPartOf:"The journal of operational risk"
~person:"Balakrishnan, Narayanaswamy"
~person:"Erdman, Donald"
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Balakrishnan, Narayanaswamy
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The journal of operational risk
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ECONIS (ZBW)
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On a family of weighted Cramér-von Mises goodness-of-fit test in operational risk modeling
Mayorov, Kirill
;
Hristoskov, James
;
Balakrishnan, …
- In:
The journal of operational risk
12
(
2017
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011775503
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2
Evaluation of parameter risk via first-order approximation of distortion risk measures
Erdman, Donald
;
Major, Steven
;
Rioux, Jacques
- In:
The journal of operational risk
5
(
2010/11
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10003971940
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