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Dokumententyp
Institution
Spezialsammlung
Sprache
- Englisch (7)
Autor
- Embrechts, Paul (7)
- Hofert, Marius (2)
- Frei, Marco (1)
- Höing, Andrea (1)
- Lambrigger, Dominik (1)
- Wüthrich, Mario (1)
Fachgebiet
- Naturwissenschaften/Mathematik
Schlagwort
- Value-at-Risk (2)
- Basel II (1)
- Compound distributions (1)
- Copulas (1)
- Dependent risks (1)
- Distribution function (1)
- Fast Fourier transform (1)
- Generalized inverse (1)
- Increasing function (1)
- Multivariate extreme value theory (1)
- Multivariate regular variation (1)
- Panjer recursion (1)
- Quantile function (1)
- Risk aggregation (1)
- Risk management (1)
- Spectral measure (1)
- Subadditivity (1)
- Tail dependence (1)
- operational risk modeling (1)
- practices and issues (1) Mehr Weniger