Some analytical results on bivariate stable distributions with an application in operational risk
L. Tafakori, M. Bee and A.R. Soltani
| Year of publication: |
2022
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| Authors: | Tafakori, Laleh ; Bee, Marco ; Soltani, Ahmad Reza |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 7, p. 1355-1369
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| Subject: | Approximate Maximum Likelihood | Bivariate stable distributions | Characteristic function | One-sided Bivariate Laplace transform | Theorie | Theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Operationelles Risiko | Operational risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2046285 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367907