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

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Bibliographic Details
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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