Extreme value theory for operational risk in insurance: a case study
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F21%3A00057127" target="_blank" >RIV/61384399:31110/21:00057127 - isvavai.cz</a>
Alternative codes found
RIV/61384399:31140/21:00057127
Result on the web
<a href="https://www.risk.net/journal-of-operational-risk/7900466/extreme-value-theory-for-operational-risk-in-insurance-a-case-study" target="_blank" >https://www.risk.net/journal-of-operational-risk/7900466/extreme-value-theory-for-operational-risk-in-insurance-a-case-study</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.21314/JOP.2021.011" target="_blank" >10.21314/JOP.2021.011</a>
Alternative languages
Result language
angličtina
Original language name
Extreme value theory for operational risk in insurance: a case study
Original language description
Main topics of the document: operational risk; extreme value theory; solvency capital requirement; value at risk; generalized extreme value distribution; bootstrapping
Czech name
—
Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
50206 - Finance
Result continuities
Project
—
Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2021
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
The Journal of Operational Risk
ISSN
1744-6740
e-ISSN
1755-2710
Volume of the periodical
16
Issue of the periodical within the volume
4
Country of publishing house
GB - UNITED KINGDOM
Number of pages
26
Pages from-to
1-26
UT code for WoS article
000755195400002
EID of the result in the Scopus database
2-s2.0-85127819141