Revisiting the Edge, Ten Years On (Q3585268)

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Revisiting the Edge, Ten Years On
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    title
    Revisiting the Edge, Ten Years On (English)
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    author
    Paul Embrechts
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    publication date
    19 August 2010
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    Mathematics Subject Classification ID
    60G70
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    62G32
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    91G80
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    91B30
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    zbMATH DE Number
    5773328
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    zbMATH Keywords
    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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