Estimating operational risk capital : the challenges of truncation, the hazards of maximum likelihood estimation, and the promise of robust statistics
John Douglas ("J. D.") Opdyke; Alexander Cavallo
| Year of publication: |
2012
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|---|---|
| Authors: | Opdyke, John Douglas ; Cavallo, Alexander |
| Published in: |
The journal of operational risk. - London : Incisive Media, ISSN 1744-6740, ZDB-ID 22389891. - Vol. 7.2012, 3, p. 3-90
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010048647