Nonparametric estimation of operational value-at-risk (OpVaR) (Q343993): Difference between revisions
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Revision as of 23:18, 12 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of operational value-at-risk (OpVaR) |
scientific article |
Statements
Nonparametric estimation of operational value-at-risk (OpVaR) (English)
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21 November 2016
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loss severity distribution
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risk analysis
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operational risk
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simulation
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empirical likelihood confidence band
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