Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method (Q488944)
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scientific article; zbMATH DE number 6391226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method |
scientific article; zbMATH DE number 6391226 |
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Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method (English)
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27 January 2015
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asymptotic expansion
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multivariate dependence
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operational risk
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over-dispersed
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value at risk
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