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type_genre:"Thesis"
~language:"eng"
~person:"Mitic, Peter"
~subject:"Deutschland"
~subject:"Risk measure"
~type_genre:"Aufsatz in Zeitschrift"
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Risk measure
Risikomanagement
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5
Statistical distribution
4
Statistische Verteilung
4
loss distribution
4
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3
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operational risk
3
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Mitic, Peter
Wang, Ruodu
16
Embrechts, Paul
11
Mao, Tiantian
10
Hammoudeh, Shawkat
9
Cai, Jun
8
Janabi, Mazin A. M. al
7
Li, Jianping
7
Puccetti, Giovanni
7
Righi, Marcelo Brutti
7
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7
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6
Stoja, Evarist
6
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6
Balbás de la Corte, Alejandro
5
Bernard, Carole
5
Boonen, Tim J.
5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Cheung, Ka Chun
5
Ghorbel, Ahmed
5
Härdle, Wolfgang
5
Kumar, Dilip
5
Liu, Fangda
5
McAleer, Michael
5
Mensi, Walid
5
Polanski, Arnold
5
Tiwari, Aviral Kumar
5
Yang, Fan
5
Zhu, Xiaoqian
5
Zitikis, Ričardas
5
Al-Yahyaee, Khamis Hamed
4
Alexander, Gordon J.
4
Asimit, Alexandru V.
4
Ceretta, Paulo Sergio
4
Chen, Zhiping
4
Chi, Yichun
4
Cossette, Hélène
4
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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)
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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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