Understanding the determinants of operational loss severity distribution -a  regularized generalized Pareto regression Approach

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Scientific conference in universities or research centers (Scientific conferences in universities or research centers)

Understanding the determinants of operational loss severity distribution -a regularized generalized Pareto regression Approach

Hambuckers, Julien; Groll, Andreas; Kneib, Thomas

2018

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https://hdl.handle.net/2268/257215

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Disciplines :

Quantitative methods in economics & management

Author, co-author :

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Finance de Marché

Groll, Andreas

Kneib, Thomas

Language :

English

Title :

Understanding the determinants of operational loss severity distribution -a regularized generalized Pareto regression Approach

Publication date :

January 2018

Event name :

Statistics Seminar, Department of Statistics, Faculty of Economics and Statistics (University of Innsbruck)

Event organizer :

Faculty of Economics and Statistics (University of Innsbruck)

Event place :

Innsbruck, Austria

Event date :

18-01-2018

Available on ORBi :

since 22 February 2021

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