A copula-extreme value theory approach for modelling operational risk
Annalisa Di Clemente; Claudio Romano
| Year of publication: |
2004
|
|---|---|
| Authors: | Di Clemente, Annalisa ; Romano, Claudio |
| Published in: |
Operational risk modelling and analysis : theory and practice. - London : Risk Books, ISBN 1-904339-34-4. - 2004, p. 189-208
|
| Subject: | Operationelles Risiko | Operational risk | Bank | Theorie | Theory | Risikomanagement | Risk management | Bankrisiko | Bank risk |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002770659