Statistical Analysis of Operational Risk Data / Giovanni De Luca, Danilo Carità, Francesco Martinelli |
Autore | De Luca, Giovanni, economista |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | ix, 84 p. : ill. ; 24 cm |
Altri autori (Persone) |
Carità, Danilo
Martinelli, Francesco |
Soggetto topico |
62F10 - Point estimation [MSC 2020]
46F10 - Operations with distributions and generalized functions [MSC 2020] 62H05 - Characterization and structure theory for multivariate probability distributions; copulas [MSC 2020] 62H30 - Classification and discrimination; cluster analysis (statistical aspects) [MSC 2020] |
Soggetto non controllato |
Capital-at-risk
Convolution Copula Extreme value theory Frequency analysis Identification of risk classes Loss distribution approach Mixture of distributions Operational risk Overall loss distribution Real-world data Risk class aggregation Severity analysis |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0249856 |
De Luca, Giovanni, economista | ||
Cham, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Statistical Analysis of Operational Risk Data / Giovanni De Luca, Danilo Carità, Francesco Martinelli |
Autore | De Luca, Giovanni, economista |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | ix, 84 p. : ill. ; 24 cm |
Altri autori (Persone) |
Carità, Danilo
Martinelli, Francesco |
Soggetto topico |
46F10 - Operations with distributions and generalized functions [MSC 2020]
62F10 - Point estimation [MSC 2020] 62H05 - Characterization and structure theory for multivariate probability distributions; copulas [MSC 2020] 62H30 - Classification and discrimination; cluster analysis (statistical aspects) [MSC 2020] |
Soggetto non controllato |
Capital-at-risk
Convolution Copula Extreme value theory Frequency analysis Identification of risk classes Loss distribution approach Mixture of distributions Operational risk Overall loss distribution Real-world data Risk class aggregation Severity analysis |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00249856 |
De Luca, Giovanni, economista | ||
Cham, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|