script_JAE.m
Creators:
Julien Hambuckers
;
Andreas Groll
;
Thomas Kneib
From the dataset abstract
We investigate a novel database of 10,217 extreme operational losses from the Italian bank UniCredit. Our goal is to shed light on the dependence between the severity distribution of...
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/2b12e44c-1056-4446-b956-1794d73b4a09/resource/24ff2fae-9314-4043-ab1e-b27868df3917/download/script_jae.m |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
