Infinite-mean models and the LDA for operational risk
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Date
2006Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedJournal / series
The journal of operational riskVolume
Pages / Article No.
Publisher
Incisive MediaSubject
AMA; Coherence; Diversification; Extremes; Infinite mean models; LDA; Operational risk; Pareto; SubadditivityOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
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ETH Bibliography
yes
Altmetrics