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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Böcker, K., Sprittulla, J. 
Titel:
Operational VAR: meaningful means 
Abstract:
Making the assumption that the distribution of operational-loss severity has finite mean, Klaus Böcker and Jacob Sprittulla suggest a refined version of the analytical operational VAR theorem derived in Böcker and Klüppelberg (2005), which significantly reduces the approximation error to operational VAR. 
Zeitschriftentitel:
RISK 
Jahr:
2006 
Seitenangaben Beitrag:
96-98 
Reviewed:
ja 
Sprache:
en 
Status:
Verlagsversion / published 
Semester:
SS 08 
Format:
Text