An Extreme value approach for modeling operational risk losses depending on covariates

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<dc:creator>Chavez-Domulin, Valérie</dc:creator>
<dc:date>2016-09-05</dc:date>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/157538.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">An Extreme value approach for modeling operational risk losses depending on covariates</dc:title>
<dc:relation xml:lang="es">En: The Journal of risk and insurance. - Nueva York : The American Risk and Insurance Association, 1964- = ISSN 0022-4367. - 05/09/2016 Volumen 83 Número 3 - septiembre 2016 </dc:relation>
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