首页> 外文OA文献 >Operational risk quantification using extreme value theory and copulas: from theory to practice

【2h】

Operational risk quantification using extreme value theory and copulas: from theory to practice

机译：使用极值理论和copulas进行操作风险量化：从理论到实践

页面导航

著录项
相似文献
相关主题

著录项

作者
Gourier, Elise; Abbate, Donato; Farkas, Walter;
展开▼
作者单位

展开▼
年度 2009
总页数
原文格式 PDF
正文语种 eng
中图分类

相似文献

外文文献
中文文献
专利

1. Extreme value theory and copulas: reinsurance in the presence of dependent risks [J] . Queensley C. Chukwudum Applied mathematical sciences . 2019,第1a4期

机译：极值理论和copulas：存在相关风险时的再保险
2. Modelling oil and gas supply disruption risks using extreme-value theory and copula [J] . Nalan Guelpinar, Kabir Katata Journal of applied statistics . 2014,第1a2期

机译：使用极值理论和copula对油气供应中断风险进行建模
3. Estimating the Marginal Contribution to Systemic Risk by A CoVaR-model Based on Copula Functions and Extreme Value Theory [J] . ANNALISA DI CLEMENTE Economic Notes . 2018,第1期

机译：基于Copula函数和极值理论的CoVaR模型估算系统风险的边际贡献
4. Measuring Exchange Rate Risk of Chinese Foreign Exchange Reserves Using Copula and Extreme Value Theory [C] . WANG Feng, rnWANG Kan The Seventh Wuhan International Conference on E-Business: Unlocking the Full Potential of Global Technology . 2008

机译：基于Copula和极值理论的中国外汇储备汇率风险度量。
5. Estimation of portfolio Value -at -Risk and expected shortfall using copulas, extreme value theory, and doubly noncentral t distribution [D] . Zhong, Miao 2007

机译：使用copulas，极值理论和双重非中心t分布估算投资组合的风险价值和预期短缺
6. Comparison of Theory and Practice in the Frameworkfor Quantifying Interaction Capacity through Six Interaction ParametersUsing tert-Butanol as a Target Molecule [O] . Nam Tran Ho, Michel Buchmann 2020

机译：框架中理论与实践的比较六个交互参数量化交互能力的方法使用叔丁醇作为目标分子
7. Operational risk of a wind farm energy production by Extreme Value Theory and Copulas [O] . D'Amico, Guglielmo, Petroni, Filippo, Prattico, Flavio 2014

机译：极值的风电场能源生产的操作风险理论与Copulas

Operational risk quantification using extreme value theory and copulas: from theory to practice

著录项

相似文献

相关主题

期刊订阅