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Document type:
Zeitschriftenaufsatz 
Author(s):
Böcker, K., Sprittulla, J. 
Title:
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. 
Journal title:
RISK 
Year:
2006 
Pages contribution:
96-98 
Reviewed:
ja 
Language:
en 
Status:
Verlagsversion / published 
Semester:
SS 08 
Format:
Text