An efficient threshold choice for the computation of operational risk capital
Dominique Guégan; Bertrand K. Hassani; Cédric Naud
| Year of publication: |
2011
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|---|---|
| Authors: | Guégan, Dominique ; Hassani, Bertrand K. ; Naud, Cédric |
| Published in: |
The journal of operational risk. - London : Incisive Media, ISSN 1744-6740, ZDB-ID 22389891. - Vol. 6.2011/12, 4, p. 3-19
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911473