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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 Copulas Simultaneous modelling of operational risks occurring in different event ...

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    • 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 the paper Multivariate Operational Risk: Dependence Modelling with Lévy Copulas Abstract; 8450 3/28/2007 ...

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    • Authors: Klaus Bocker, Claudia Kluppelberg
    • Date: Mar 2007
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