Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method (Q488944)
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scientific article; zbMATH DE number 6391226
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| English | Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method |
scientific article; zbMATH DE number 6391226 |
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Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method (English)
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27 January 2015
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asymptotic expansion
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multivariate dependence
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operational risk
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over-dispersed
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value at risk
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0.7834809422492981
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0.7789080739021301
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0.7563952803611755
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0.7487820982933044
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0.7438368797302246
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