Asymptotics for Operational Risk Quantified with Expected Shortfall (Q3653519)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for Operational Risk Quantified with Expected Shortfall |
scientific article |
Statements
Asymptotics for Operational Risk Quantified with Expected Shortfall (English)
0 references
22 December 2009
0 references
operational risk
0 references
expected shortfall
0 references
Lévy copula
0 references
regular variation
0 references
