THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT

DOI10.1142/S0219024917500327zbMath1396.91813arXiv1104.0359MaRDI QIDQ5357513

Takashi Kato

Publication date: 8 September 2017

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.0359

zbMATH Keywords

sensitivity analysisregular variationvalue at riskquantitative operational risk management

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Uses Software

• QRM

Cites Work

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