Computing the value-at-risk of aggregate severities
Henryk Gzyl
| Year of publication: |
2011
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|---|---|
| Authors: | Gzyl, Henryk |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 6.2011/12, 4, p. 59-63
|
| Subject: | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
| 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/10009422503