From Concentration Profiles to Concentration Maps. New Tools for the Study of Loss Distributions.-Reference-Cited by-同舟云学术

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From Concentration Profiles to Concentration Maps. New Tools for the Study of Loss Distributions.

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Fontanari Andrea,Cirillo Pasquale,Oosterlee Cornelis W.

Publisher

Elsevier BV

Reference43 articles.

1. Information and Financial Markets

2. International Convergence of Capital Measurement and Capital Standards: A Revised Framework -Comprehensive Version, Bank for International Settlements;Basel Committee on Banking Supervision -BCBS,2006

3. Basel III: A global regulatory framework for more resilient banks and banking systems;Basel Committee on Banking Supervision -BCBS,2011

4. Local polynomial maximum likelihood estimation for Pareto-type distributions;J Beirlant;Journal of Multivariate Analysis,2004

5. Ethical Indices for the Measurement of Poverty;C Blackorby;Econometrica,1980

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