Using weighted distributions to model operational risk
by Lourdes B. Afonso and Pedro Corte Real
| Year of publication: |
2016
|
|---|---|
| Authors: | Afonso, Lourdes B. ; Real, Pedro Corte |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 2, p. 469-485
|
| Subject: | Operational risk | loss data | bias | weighted distributions | value at risk | Operationelles Risiko | Risikomaß | Risk measure | Bankrisiko | Bank risk | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Verlust | Loss | Basler Akkord | Basel Accord | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2016.4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011576788