Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model |
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Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (English)
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16 February 2022
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asymptotic estimates
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bivariate operational risk cell model
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total aggregate loss
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value-at-risk
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conditional tail expectation
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