Operational risk aggregation based on business line dependence: a mutual information approach

DOI10.1155/2016/6546318zbMath1422.91786OpenAlexW2338010791WikidataQ59123614 ScholiaQ59123614MaRDI QIDQ1726050

Xiaoqian Zhu, Limeng Shi, Wenzhou Wang

Publication date: 19 February 2019

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2016/6546318

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cites Work

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