Modeling dependence of operational loss frequencies
Eike Christian Brechmann; Claudia Czado; Sandra Paterlini
| Year of publication: |
2013
|
|---|---|
| Authors: | Brechmann, Eike Christian ; Czado, Claudia ; Paterlini, Sandra |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 8.2013/14, 4, p. 105-126
|
| Subject: | Operationelles Risiko | Operational risk | Verlust | Loss | Risikomodell | Risk model | Multivariate Verteilung | Multivariate distribution | Bankrisiko | Bank risk | Italien | Italy |
| 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/10010388208