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- Title:
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
- Document type:
- Zeitungsartikel
- Author(s):
- Brechmann, E.C., Czado, C., and Paterlini, S.
- Journal title:
- Journal of Banking and Finance
- Year:
- 2014
- Journal volume:
- 40
- Journal issue:
- C
- Pages contribution:
- 271-285
- Reviewed:
- ja
- Language:
- en
- WWW:
- http://econpapers.repec.org/article/eeejbfina/v_3a40_3ay_3a2014_3ai_3ac_3ap_3a271-285.htm
- Publisher:
- Elsevier
- Status:
- Verlagsversion / published
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
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