(Non-)robustness of maximum likelihood estimators for operational risk severity distributions (Q3063853): Difference between revisions
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Revision as of 01:22, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | (Non-)robustness of maximum likelihood estimators for operational risk severity distributions |
scientific article |
Statements
(Non-)robustness of maximum likelihood estimators for operational risk severity distributions (English)
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15 December 2010
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value at risk
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statistical methods
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downside risk
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extreme value statistical applications
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non-Gaussian distributions
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risk management
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risk measures
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