Multivariate Models for Operational Risk: A Copula Approach Using Extreme Value Theory and Poisson Shock Models

O. Rachedi*, Dean Fantazzini

*Corresponding author for this work

Research output: Book chapterChapterpeer-review

4 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Multivariate Models for Operational Risk: A Copula Approach Using Extreme Value Theory and Poisson Shock Models'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance

Computer Science

Engineering