(Non-)robustness of maximum likelihood estimators for operational risk severity distributions (Q3063853)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | (Non-)robustness of maximum likelihood estimators for operational risk severity distributions |
scientific article |
Statements
(Non-)robustness of maximum likelihood estimators for operational risk severity distributions (English)
0 references
15 December 2010
0 references
value at risk
0 references
statistical methods
0 references
downside risk
0 references
extreme value statistical applications
0 references
non-Gaussian distributions
0 references
risk management
0 references
risk measures
0 references
