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Revision as of 12:23, 15 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Revisiting the Edge, Ten Years On |
scientific article |
Statements
Revisiting the Edge, Ten Years On (English)
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19 August 2010
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aggregation
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banking regulation
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copula
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dependence
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extreme value theory
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operational risk
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quantile estimation
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value-at-risk
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