Modelling operational risk losses with graphical models and copula functions (Q398811): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1007/s11009-008-9083-5
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+W1989164152
@@ Property / OpenAlex ID: W1989164152 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Hyper Markov laws in the statistical analysis of decomposable graphical models
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@@ Property / cites work @@
+An introduction to copulas. Properties and applications
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+Q3281461
@@ Property / cites work: Q3281461 / rank @@
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+COMPARATIVE ANALYSES OF EXPECTED SHORTFALL AND VALUE-AT-RISK(Special Issue on Theory, Methodology and Applications in Financial Engneering)
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+Publication:398811