Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study
| Year of publication: |
2010-01-01
|
|---|---|
| Authors: | Chernobai, Anna ; Menn, Christian ; Rachev, Svetlozar T. ; Trück, Stefan |
| Publisher: |
KIT, Karlsruhe |
| Type of publication: | Book / Working Paper |
|---|---|
| Language: | English |
| Notes: | Working paper series in economics |
| Source: | BASE |
Persistent link: https://www.econbiz.de/10009434440