Extreme value theory for operational risk in insurance a case study

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Bibliographische Detailangaben
Veröffentlicht in:The journal of operational risk
1. Verfasser: Vyskočil, Michal (VerfasserIn)
Weitere Verfasser: Koudelka, Jiří (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2021
Schlagworte:
operational risk > extreme value theory > solvency capital requirement > value-at-risk (VaR) > generalized extreme value distribution > bootstrapping > Aufsatz in Zeitschrift
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