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Dokumenttyp:
Masterarbeit 
Autor(en):
Jixuan Wang 
Titel:
Dependence modelling of operational risk with special focus on multivariate compound Poisson processes 
Abstract:
Operational risk measurement has become an important research area for the financial industry in recent years. In order to accurately estimate the required capital reserves as well as to obtain a deeper understanding into this complex risk category, an appropriately specified dependence model for loss incidents attributed to different risk factors and business units is indispensable. Hence the current thesis is dedicated to exploring various proposals for dependence modelling in operational ris...    »
 
Fachgebiet:
MAT Mathematik 
DDC:
510 Mathematik 
Betreuer:
Claudia Klüppelberg 
Jahr:
2018 
Quartal:
2. Quartal 
Jahr / Monat:
2018-06 
Monat:
Jun 
Seiten/Umfang:
165 
Sprache:
en 
Hochschule / Universität:
Technische Universität München 
Fakultät:
Fakultät für Mathematik 
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik 
Format:
Text 
Eingabe:
25.06.2018