Approximation of aggregate and extremal losses within the very heavy tails framework (Q3064016)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of aggregate and extremal losses within the very heavy tails framework |
scientific article |
Statements
Approximation of aggregate and extremal losses within the very heavy tails framework (English)
0 references
20 December 2010
0 references
operational risk modeling
0 references
loss distribution approach
0 references
Basel II capital accord
0 references
approximating processes
0 references
Monte Carlo simulation
0 references
