![](/img/cover-not-exists.png)
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
Brechmann, Eike, Czado, Claudia, Paterlini, SandraVolume:
40
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2013.11.040
Date:
March, 2014
File:
PDF, 603 KB
english, 2014