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Asymptotics for operational risk quantified with expected shortfall

Recurso electrónico / electronic resource
MARC record
Tag12Value
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
24500‎$a‎Asymptotics for operational risk quantified with expected shortfall‎$c‎Francesca Biagini, Sascha Ulmer
7001 ‎$0‎MAPA20110008048‎$a‎Ulmer, Sascha
7730 ‎$w‎MAP20077000420‎$t‎Astin bulletin‎$d‎Belgium : ASTIN and AFIR Sections of the International Actuarial Association‎$x‎0515-0361‎$g‎02/11/2009 Tomo 39 Número 2 - 2009