Closed-form approximations for opertional value-at-risk
Lorenzo Hernández; Jorge Tejero; Alberto Suárez; Santiago Carrillo-Menéndez
| Year of publication: |
2013
|
|---|---|
| Authors: | Hernández, Lorenzo ; Tejero, Jorge ; Suárez, Alberto ; Carrillo Menéndez, Santiago |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 8.2013/14, 4, p. 39-54
|
| Subject: | Bankrisiko | Bank risk | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Verlust | Loss | Statistische Verteilung | Statistical distribution | Iteratives Verfahren | Approximation method |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010388213