Operational loss with correlated frequency and severity : an analytical approach
Daniel H. Stahl
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Stahl, Daniel H. |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 11.2016, 2, p. 1-17
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| Subject: | Lévy process | correlation | frequency | severity | Fourier inversion | loss distribution | Korrelation | Correlation | Stochastischer Prozess | Stochastic process | Verlust | Loss | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Kreditrisiko | Credit risk | Operationelles Risiko | Operational risk |
| 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://ebvufind01.dmz1.zbw.eu/10011600204