Chavez-Demoulin Valrie

Valrie Chavez-Demoulin

Information about the author Valrie Chavez-Demoulin will soon be added to the site.
Found 1 papers in total
An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates
2016
A general methodology for modeling loss data depending on covariates is developed. The...
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