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~person:"Carrillo Menéndez, Santiago"
~subject:"Bank management"
~subject:"Statistische Verteilung"
~subject:"Welt"
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Carrillo Menéndez, Santiago
Guégan, Dominique
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The journal of operational risk
2
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ECONIS (ZBW)
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Closed-form approximations for opertional value-at-risk
Hernández, Lorenzo
;
Tejero, Jorge
;
Suárez, Alberto
; …
- In:
The journal of operational risk
8
(
2013/14
)
4
,
pp. 39-54
Persistent link: https://www.econbiz.de/10010388213
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2
Reconstructing heavy-tailed distributions by splicing with maximum entropy in the mean
Carrillo Menéndez, Santiago
;
Gzyl, Henryk
;
Tagliani, Aldo
- In:
The journal of operational risk
7
(
2012
)
2
,
pp. 3-15
Persistent link: https://www.econbiz.de/10009572428
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