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Multivariate estimation for operational risk with judicious use of extreme value theory.

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Title: Multivariate estimation for operational risk with judicious use of extreme value theory.
Authors: El-Gamal, Mahmoud1 elgamal@rice.edu, Inanoglu, Hulusi2 hulusi.inanoglu@occ.treas.gov, Stengel, Mitch2 mitch.stengel@occ.treas.gov
Source: Journal of Operational Risk. Spring2007, Vol. 2 Issue 1, p21-54. 34p.
Database: Business Source Ultimate
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 25770638
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: Multivariate estimation for operational risk with judicious use of extreme value theory.
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  Data: <searchLink fieldCode="AR" term="%22El-Gamal%2C+Mahmoud%22">El-Gamal, Mahmoud</searchLink><relatesTo>1</relatesTo><i> elgamal@rice.edu</i><br /><searchLink fieldCode="AR" term="%22Inanoglu%2C+Hulusi%22">Inanoglu, Hulusi</searchLink><relatesTo>2</relatesTo><i> hulusi.inanoglu@occ.treas.gov</i><br /><searchLink fieldCode="AR" term="%22Stengel%2C+Mitch%22">Stengel, Mitch</searchLink><relatesTo>2</relatesTo><i> mitch.stengel@occ.treas.gov</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Operational+Risk%22">Journal of Operational Risk</searchLink>. Spring2007, Vol. 2 Issue 1, p21-54. 34p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=25770638
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.21314/JOP.2007.025
    Languages:
      – Code: eng
        Text: English
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      Pagination:
        PageCount: 34
        StartPage: 21
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      – TitleFull: Multivariate estimation for operational risk with judicious use of extreme value theory.
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            NameFull: El-Gamal, Mahmoud
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            NameFull: Inanoglu, Hulusi
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            NameFull: Stengel, Mitch
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              Text: Spring2007
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              Y: 2007
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          Titles:
            – TitleFull: Journal of Operational Risk
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