Infinite-mean models and the LDA for operational risk

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Autor(in)
Nešlehová, Johanna
Embrechts, Paul
Chavez-Demoulin, Valérie
Datum
2006
Typ
    Journal Article
Publikationsstatus
published
Zeitschrift / Serie
The journal of operational risk
Band
1(1)
Seiten / Artikelnummer
3 - 25
Verlag
Incisive Media
Thema
AMA; Coherence; Diversification; Extremes; Infinite mean models; LDA; Operational risk; Pareto; Subadditivity
Organisationseinheit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)  
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