Title of article
Quantitative models for operational risk: Extremes, dependence and aggregation
Author/Authors
V. Chavez-Demoulin، نويسنده , , P. Embrechts، نويسنده , , J. Ne?lehov?، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
24
From page
2635
To page
2658
Keywords
Copula , Fre´chet class problems , Mass transportation , Point process , generalized Pareto distribution , Risk aggregation , Peaks over threshold , Statistics of extremes , Dependence , Operational risk
Journal title
Journal of Banking and Finance
Serial Year
2006
Journal title
Journal of Banking and Finance
Record number
193923
Link To Document