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subject:"Risikomaß"
subject:"USA"
~person:"Mitic, Peter"
~subject:"Unternehmen"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Glossary included"
~type_genre:"Handbook"
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Risikomaß
USA
Unternehmen
Risikomanagement
6
Risk management
6
Risk measure
5
Theorie
5
Theory
5
Statistical distribution
4
Statistische Verteilung
4
loss distribution
3
operational risk
3
value-at-risk (VaR)
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Operational risk
2
Operationelles Risiko
2
capital value
2
ARCH model
1
ARCH-Modell
1
Ansteckungseffekt
1
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Bayes-Statistik
1
Bayesian
1
Bayesian inference
1
Contagion effect
1
Corporate reputation
1
Correlation
1
DeGroot network
1
Dienstleistungssektor
1
Diversification
1
Diversifikation
1
Firmenimage
1
Game theory
1
Korrelation
1
Markov chain
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Markov chain Monte Carlo (MCMC)
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Aufsatz in Zeitschrift
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English
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Mitic, Peter
Wang, Ruodu
16
Embrechts, Paul
11
Hammoudeh, Shawkat
10
Mao, Tiantian
10
Cai, Jun
8
Li, Jianping
8
McAleer, Michael
8
Janabi, Mazin A. M. al
7
Puccetti, Giovanni
7
Righi, Marcelo Brutti
7
Rüschendorf, Ludger
7
Bernard, Carole
6
Dionne, Georges
6
Goodwin, Barry K.
6
Hayes, Dermot James
6
Karmakar, Madhusudan
6
Rejda, George E.
6
Schuermann, Til
6
Stoja, Evarist
6
Tan, Ken Seng
6
Zhu, Xiaoqian
6
Boonen, Tim J.
5
Brandtner, Mario
5
Bungartz, Oliver
5
Cheung, Ka Chun
5
Gatzert, Nadine
5
Ghorbel, Ahmed
5
Härdle, Wolfgang
5
Kumar, Dilip
5
Liu, Fangda
5
Mensi, Walid
5
Mishra, Ashok K.
5
Polanski, Arnold
5
Tiwari, Aviral Kumar
5
Yang, Fan
5
Zitikis, Ričardas
5
Al-Yahyaee, Khamis Hamed
4
Alexander, Gordon J.
4
Asimit, Alexandru V.
4
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The journal of operational risk
2
The journal of risk model validation
2
The journal of network theory in finance
1
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ECONIS (ZBW)
5
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1
Credible value-at-risk
Mitic, Peter
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 33-70
Persistent link: https://www.econbiz.de/10014490183
Saved in:
2
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
3
Estimation of value-at-risk for conduct risk losses using pseudo-marginal Markov chain Monte Carlo
Mitic, Peter
;
Hu, Jiaqi
- In:
The journal of operational risk
14
(
2019
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012157425
Saved in:
4
A central limit theorem formulation for empirical bootstrap value-at-risk
Mitic, Peter
;
Bloxham, Nicholas
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10011869732
Saved in:
5
Reputation risk contagion
Mitic, Peter
- In:
The journal of network theory in finance
3
(
2017
)
1
,
pp. 53-86
Persistent link: https://www.econbiz.de/10011668583
Saved in:
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