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Anasayfa » teste » threshold » extreme losses

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Introduction to the Extreme Value Theory applied to operational risk

International Journal of Innovation and Applied Studies

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Journal

  • International Journal of Innovation and Applied Studies (1) Apply International Journal of Innovation and Applied Studies filter

Year

  • 2013 (1) Apply 2013 filter

Keywords

  • (-) Remove extreme losses filter extreme losses
  • (-) Remove threshold filter threshold
  • extreme events. (1) Apply extreme events. filter
  • Extreme Value Theory (1) Apply Extreme Value Theory filter
  • GPD (1) Apply GPD filter
  • operational risk (1) Apply operational risk filter

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University of Authors

  • Université Mohammed V Souissi (1) Apply Université Mohammed V Souissi filter

Departments of Authors

  • Ekonometri Anabilim Dalı (1) Apply Ekonometri Anabilim Dalı filter

Authors

  • EL ARIF Fatima Zahra (1) Apply EL ARIF Fatima Zahra filter

Arastirmax Scientific Publication Index