Measuring Tail Operational Risk under Extreme Losses



Gong, Yishan
(2022) Measuring Tail Operational Risk under Extreme Losses. PhD thesis, University of Liverpool.

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Item Type: Thesis (PhD)
Divisions: Faculty of Science and Engineering > School of Physical Sciences
Depositing User: Symplectic Admin
Date Deposited: 07 Sep 2022 09:46
Last Modified: 18 Jan 2023 21:00
DOI: 10.17638/03155937
Supervisors:
  • Liu, Jiajun
  • Yang, Yang
  • Zhang, Yi
URI: https://livrepository.liverpool.ac.uk/id/eprint/3155937