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An Extreme value approach for modeling operational risk losses depending on covariates
Section: Articles
Title: An Extreme value approach for modeling operational risk losses depending on covariates / Valérie Chavez-Demoulin, Paul Embrechts and Marius HofertAuthor: Chavez-Domulin, Valérie ‌
Related records: 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 Other categories: 7
Rights: In Copyright (InC)
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