Nonparametric estimation of operational value-at-risk (OpVaR) (Q343993)
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scientific article; zbMATH DE number 6654909
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of operational value-at-risk (OpVaR) |
scientific article; zbMATH DE number 6654909 |
Statements
Nonparametric estimation of operational value-at-risk (OpVaR) (English)
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21 November 2016
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loss severity distribution
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risk analysis
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operational risk
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simulation
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empirical likelihood confidence band
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0.91639423
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0.90370476
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0.8959151
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0.89468205
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0.8752737
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0.86550903
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0.8620562
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0.8613168
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