"A fuzzy credibility model to estimate the Operational Value at Risk using ..."

Alejandro Peña et al. (2018)

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DOI: 10.1016/J.KNOSYS.2018.06.007

access: closed

type: Journal Article

metadata version: 2024-10-06

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Alejandro Peña, Isis Bonet, Christian Lochmuller, Héctor Alejandro Patiño, Francisco Chiclana, Mario Gongora:
A fuzzy credibility model to estimate the Operational Value at Risk using internal and external data of risk events. Knowl. Based Syst. 159: 98-109 (2018)

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