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2007 Enterprise Risk Management Symposium: Multivariate Operational Risk: Dependence Modelling with Lévy Copulas
2007 Enterprise Risk Management Symposium: Multivariate Operational Risk: Dependence Modelling with Lévy ... modelling of operational risks occurring in different event type/business line cells poses the challenge ...- Authors: Klaus Bocker, Claudia Kluppelberg
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Operational risks
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Multivariate Operational Risk: Dependence Modelling with Lévy Copulas
Multivariate Operational Risk: Dependence Modelling with Lévy Copulas The abstract for the paper Multivariate ... Multivariate Operational Risk: Dependence Modelling with Lévy Copulas Abstract; 8450 3/28/2007 12:00:00 AM ...- Authors: Klaus Bocker, Claudia Kluppelberg
- Date: Mar 2007