Olivier Lopez

Independent

No Address Available

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Modeling the Dependence between Extreme Operational Losses and Economic Factors: A Conditional Semi-Parametric Generalized Pareto Approach

Posted: 06 Oct 2015
Julien Hambuckers, Cedric Heuchenne and Olivier Lopez
HEC-ULg University of Li├Ęge, University of Liege - HEC Management School and Independent

Abstract:

Loading...

Generalized Pareto distribution, Operational risk, Extreme events, Loss distribution approach, Semiparametric regression