Modelling Operational Risk using Actuarial Methods
Within the financial industry Operational Risk is a relatively new concept, but within recent years it has gained more attention due to prior economically devastating events; these are events that cannot be categorized as market- or credit risks. The purpose of this thesis is to study the Loss Distr...
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| Format: | Others |
| Language: | English |
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Umeå universitet, Institutionen för matematik och matematisk statistik
2006
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-51340 |