Estimation of operational value-at-risk in the presence of minimum collection threshold

an empirical study

Anna Chernobai, Christian Menn, Svetlozar T. Rachev, Stefan Trück

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationModel risk
Subtitle of host publicationidentification, measurement and management
EditorsHarald Scheule, Daniel Rösch
Place of PublicationLondon
PublisherRisk Books
Pages359-419
Number of pages61
ISBN (Print)9781906348250
Publication statusPublished - 2010

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