Anomalous diffusion approximation of risk processes in operational risk of non-financial corporations

Acta Physica Polonica B

Volumn 38, Issue 5, 2007, Pages 1647-1656

  Magdziarz, Marcin ^a   Mista, Pawel ^b   Weron, Aleksander ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

^b KGHM Polska Miedz SA   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

DIFFUSION; INDUSTRIAL MANAGEMENT; MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS;

ANOMALOUS DIFFUSION; FRACTIONAL DIFFUSION EQUATION; NON-FINANCIAL CORPORATIONS; OPERATIONAL RISK; WAITING TIMES;

RISK ASSESSMENT;

EID: 36448966666     PISSN: 05874254     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper

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