Back to Results
First PageMeta Content
Financial risk / Probability and statistics / Actuarial science / Risk / Normal distribution / Advanced measurement approach / Log-normal distribution / Statistical hypothesis testing / Characteristic function / Statistics / Mathematical analysis / Mathematical finance


Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study by Anna Chernobai, Christian Menn, Svetlozar
Add to Reading List

Document Date: 2010-09-30 12:18:59


Open Document

File Size: 2,17 MB

Share Result on Facebook

City

Ithaca / /

Company

Andrew / JP Morgan Chase / /

Country

Germany / France / Japan / United States / Australia / Singapore / /

Currency

USD / /

Event

Natural Disaster / /

Facility

Cornell University / National Laboratory / Macquarie University / Syracuse University / University of California / College of Letters / /

IndustryTerm

bank / insurance / natural catastrophe insurance model / /

Organization

School of Operations Research and Industrial Engineering / School of Management / College of Letters and Science / University of California at Santa Barbara / Department of Finance / Department of Business and Economics / U.S. Government / Impressum Karlsruher Institut für Technologie / University of the State / Institut für Wirtschaftstheorie / University of California / Santa Barbara / Basel Committee / Syracuse University / Macquarie University / Sydney / Division of Mathematical / Life and Physical Sciences / University of the State of Baden-Wuerttemberg and National Laboratory / Department of Statistics and Applied Probability / Fakultät für Wirtschaftswissenschaften Institut für Wirtschaftspolitik / Helmholtz Association / Institut f¨ / Cornell University / /

Person

van Dyk / Meng / Anna Chernobai / Christian Menn / Stefan Trück / Stefan Tr¨ uck / /

Position

Compound Model for Operational Risk / /

ProvinceOrState

Baden-Wuerttemberg / California / New York / Orange County / /

Technology

two-step Expectation-Maximization algorithm / Expectation-Maximization algorithm / simulation / /

SocialTag