Revisiting the Edge, Ten Years On (Q3585268)
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scientific article; zbMATH DE number 5773328
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Revisiting the Edge, Ten Years On |
scientific article; zbMATH DE number 5773328 |
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Revisiting the Edge, Ten Years On (English)
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19 August 2010
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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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0.76861817
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