Tail dependency in operational risk models
Ahraz Sheikh, John Gavin
| Year of publication: |
2005
|
|---|---|
| Authors: | Sheikh, Ahraz ; Gavin, John |
| Published in: |
Operational risk : practical approaches to implementation. - London : Risk Books, ISBN 1-904339-46-8. - 2005, p. 13-21
|
| Subject: | Operationelles Risiko | Operational risk | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Bankrisiko | Bank risk | Risikomodell | Risk model | Multivariate Verteilung | Multivariate distribution | Ausreißer | Outliers | Risikomaß | Risk measure | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003285523