Asymptotics for operational risk quantified with expected shortfall
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000nab a2200000 4500 | ||
| 001 | MAP20110017835 | ||
| 003 | MAP | ||
| 005 | 20110323161008.0 | ||
| 008 | 110322e20091102esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa | ||
| 084 | $a2 | ||
| 100 | $0MAPA20110008055$aBiagini, Francesca | ||
| 245 | 0 | 0 | $aAsymptotics for operational risk quantified with expected shortfall$cFrancesca Biagini, Sascha Ulmer |
| 700 | 1 | $0MAPA20110008048$aUlmer, Sascha | |
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g02/11/2009 Tomo 39 Número 2 - 2009 |