1
-
2
of
2
results (0.37 seconds)
Sort By:
-
2007 Enterprise Risk Management Symposium: Multivariate Operational Risk: Dependence Modelling with Lévy Copulas
modelling of operational risks occurring in different event type/business line cells poses the challenge ... Invoking the new concept of Levy copulas for dependence modelling yields simple approximations of high quality ...- Authors: Klaus Bocker, Claudia Kluppelberg
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Operational risks
-
Multivariate Operational Risk: Dependence Modelling with Lévy Copulas
Multivariate Operational Risk: Dependence Modelling with Lévy Copulas The abstract for ... Dependence Modelling with Lévy Copulas The abstract for the paper Multivariate Operational Risk: Dependence ...- Authors: Klaus Bocker, Claudia Kluppelberg
- Date: Mar 2007