Operational risk quantification using extreme value theory and copulas : from theory to practice
Elise Gourier, Walter Farkas and Donato Abbate
| Year of publication: |
2009
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|---|---|
| Authors: | Gourier, Elise ; Farkas, Walter ; Abbate, Donato |
| Published in: |
The journal of operational risk. - London : Incisive Media, ISSN 1744-6740, ZDB-ID 22389891. - Vol. 4.2009/10, 3, p. 3-26
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911437