Multivariate models for operational risk (Q3063851)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate models for operational risk |
scientific article |
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Multivariate models for operational risk (English)
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15 December 2010
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dependence model
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Lévy copula
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multivariate dependence
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multivariate Lévy process
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operational risk
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Pareto distribution
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regular variation
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subexponential distribution
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