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person:"Gustafsson, Jim"
~person:"Ergashev, Bakhodir"
~person:"Gzyl, Henryk"
~subject:"Operational risk"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Operationelles Risiko"
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Operational risk
Operationelles Risiko
12
Loss
5
Statistical distribution
5
Statistische Verteilung
5
Verlust
5
Theorie
4
Theory
4
Bank risk
3
Bankrisiko
3
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3
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3
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3
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Aufsatz in Zeitschrift
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12
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Gustafsson, Jim
Ergashev, Bakhodir
Gzyl, Henryk
McConnell, Patrick
13
Li, Jianping
8
Curti, Filippo
7
Kaiser, Thomas
7
Moosa, Imad A.
7
Chernobai, Anna
6
Migueis, Marco
6
Piacenza, Fabio
6
Shevchenko, Pavel V.
6
Barakat, Ahmed
5
Cohen, Ruben D.
5
Grimwade, Michael
5
Guégan, Dominique
5
Hassani, Bertrand K.
5
Malakowski, Bernd
5
Mihov, Atanas
5
Milkau, Udo
5
Nguyen, Son
5
Zhu, Xiaoqian
5
Abdymomunov, Azamat
4
Cope, Eric W.
4
Gatzert, Nadine
4
Giudici, Paolo
4
Grody, Allan D.
4
Hemrit, Wael
4
Hübner, Georges
4
Mitra, Sovan
4
Paterlini, Sandra
4
Xu, Yuqian
4
Arab, Mounira Ben
3
Ashby, Simon
3
Bazzarello, Davide
3
Blacker, Keith
3
Bolancé, Catalina
3
Brunner, Michael
3
Carrillo Menéndez, Santiago
3
Chapelle, Ariane
3
Chen, Peggy Shu-Ling
3
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The journal of operational risk
7
Insurance / Mathematics & economics
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of financial services research : JFSR
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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ECONIS (ZBW)
12
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1
A maximum entropy approach to the loss data aggregation problem
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
The journal of operational risk
11
(
2016
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011518211
Saved in:
2
Estimation of truncated data samples in operational risk modeling
Ergashev, Bakhodir
;
Pavlikov, Konstantin
;
Uryasev, Stan
; …
- In:
The journal of risk and insurance : the journal of the …
83
(
2016
)
3
,
pp. 613-640
Persistent link: https://www.econbiz.de/10011561293
Saved in:
3
Maxentropic approach to decompound aggregate risk losses
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 326-336
Persistent link: https://www.econbiz.de/10011398090
Saved in:
4
Integrating stress scenarios into risk quantification models
Abdymomunov, Azamat
;
Blei, Sharon
;
Ergashev, Bakhodir
- In:
Journal of financial services research : JFSR
47
(
2015
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10011325835
Saved in:
5
Adding prior knowledge to quantitative operational risk models
Bolancé, Catalina
;
Guillén, Montserrat
;
Gustafsson, Jim
; …
- In:
The journal of operational risk
8
(
2013
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10010256991
Saved in:
6
A comparison of numerical approaches to determine the severity of losses
Gzyl, Henryk
;
Novi-Inverardi, Pier Luigi
;
Tagliani, Aldo
- In:
The journal of operational risk
8
(
2013
)
1
,
pp. 3-15
Persistent link: https://www.econbiz.de/10010256992
Saved in:
7
A Bayesian approach to extreme value estimation in operational risk modeling
Ergashev, Bakhodir
;
Mittnik, Stefan
;
Sekeris, Evan
- In:
The journal of operational risk
8
(
2013/14
)
4
,
pp. 55-81
Persistent link: https://www.econbiz.de/10010388210
Saved in:
8
Reconstructing heavy-tailed distributions by splicing with maximum entropy in the mean
Carrillo Menéndez, Santiago
;
Gzyl, Henryk
;
Tagliani, Aldo
- In:
The journal of operational risk
7
(
2012
)
2
,
pp. 3-15
Persistent link: https://www.econbiz.de/10009572428
Saved in:
9
Quantitative modeling of operational risk losses when combining internal and external data
Nielsen, Jens Perch
;
Guillén, Montserrat
;
Bolancé, …
- In:
Journal / The Capco Institute : journal of financial …
35
(
2012
),
pp. 179-185
Persistent link: https://www.econbiz.de/10009785720
Saved in:
10
Computing the value-at-risk of aggregate severities
Gzyl, Henryk
- In:
The journal of operational risk
6
(
2011/12
)
4
,
pp. 59-63
Persistent link: https://www.econbiz.de/10009422503
Saved in:
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