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Modelling Operational Risk Losses with Regularizaiton Methods and Copula Functions : 정칙화 방법과 코퓰라 함수를 이용한 운영리스크 손실의 모형화 연구
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- Authors
- Advisor
- 김우철
- Issue Date
- 2010
- Publisher
- 서울대학교 대학원
- Keywords
- 운영리스크 ; Operational Risk ; 코퓰라 함수 ; Copula Function ; 다차원 공분산 행렬 추정 ; Shrinkage Covariance Matrix Estimator
- Description
- Thesis(masters) --서울대학교 대학원 :통계학과,2010.2.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000033060
https://hdl.handle.net/10371/65320
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