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

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Source URL: econpapers.wiwi.kit.edu

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