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Homeen-gbExtreme value theory for operational risk in insurance: a case studyThis study aims to test the sufficiency of the solvency capital requirement approach for calculating operational risk using the standard formula as defined in Solvency II.
https://www.risk.net/journal-of-operational-risk/7900466/extreme-value-theory-for-operational-risk-in-insurance-a-case-study
https://www.risk.net/journal-of-operational-risk/7900466/extreme-value-theory-for-operational-risk-in-insurance-a-case-study
Tue, 23 Nov 2021 11:09:26 +0000