Infinite-mean models and the LDA for operational risk
dc.contributor.author
Nešlehová, Johanna
dc.contributor.author
Embrechts, Paul
dc.contributor.author
Chavez-Demoulin, Valérie
dc.date.accessioned
2017-06-08T15:03:23Z
dc.date.available
2017-06-08T15:03:23Z
dc.date.issued
2006
dc.identifier.issn
1744-6740
dc.identifier.issn
1755-2710
dc.identifier.uri
http://hdl.handle.net/20.500.11850/537
dc.language.iso
en
dc.publisher
Incisive Media
dc.subject
AMA
dc.subject
Coherence
dc.subject
Diversification
dc.subject
Extremes
dc.subject
Infinite mean models
dc.subject
LDA
dc.subject
Operational risk
dc.subject
Pareto
dc.subject
Subadditivity
dc.title
Infinite-mean models and the LDA for operational risk
dc.type
Journal Article
ethz.journal.title
The journal of operational risk
ethz.journal.volume
1
ethz.journal.issue
1
ethz.pages.start
3
ethz.pages.end
25
ethz.identifier.nebis
005257137
ethz.publication.place
London
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.date.deposited
2017-06-08T15:03:37Z
ethz.source
ECIT
ethz.identifier.importid
imp59364b2caa2b551151
ethz.ecitpid
pub:10268
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-24T09:05:00Z
ethz.rosetta.lastUpdated
2024-02-01T13:53:30Z
ethz.rosetta.versionExported
true
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Journal Article [131554]