Multidimensional risk and risk dependence
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- repec:gam:jsusta:v:10:y:2018:i:2:p:533-:d:132141 is not listed on IDEAS
- J. D. Opdyke, 2014. "Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness," Papers 1406.0389, arXiv.org, revised Nov 2014.
More about this item
KeywordsMultiple sources of risk; Multidimensional value at risk; Risk distribution; Dependence in risk; Systemic risk;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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