Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model
DOI10.3934/JIMO.2021022zbMATH Open1499.62376OpenAlexW3125162156MaRDI QIDQ2076397FDOQ2076397
Authors: Yishan Gong, Yang Yang 
Publication date: 16 February 2022
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2021022
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asymptotic estimatesvalue-at-riskconditional tail expectationbivariate operational risk cell modeltotal aggregate loss
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