Operational risk quantified with spectral risk measures: a refined closed-form approximation (Q5234353)
From MaRDI portal
scientific article; zbMATH DE number 7110474
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Operational risk quantified with spectral risk measures: a refined closed-form approximation |
scientific article; zbMATH DE number 7110474 |
Statements
Operational risk quantified with spectral risk measures: a refined closed-form approximation (English)
0 references
26 September 2019
0 references
operational risk
0 references
spectral risk measures
0 references
regular variation
0 references
second-order regular variation
0 references
asymptotically smooth
0 references
second-order subexponentiality
0 references
0 references
0 references
0 references
0 references
