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~isPartOf:"The journal of operational risk"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Ausreißer
Credit risk
Measurement
Risikomaß
47
Risk measure
47
Operational risk
37
Operationelles Risiko
37
Risikomanagement
27
Risk management
27
Statistical distribution
20
Statistische Verteilung
20
Theorie
19
Theory
19
Bank risk
17
Bankrisiko
17
Basel Accord
13
Basler Akkord
13
Loss
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Verlust
13
value-at-risk (VaR)
10
Outliers
9
operational risk
9
Financial services
7
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7
Messung
7
Estimation theory
5
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Wahrscheinlichkeitsrechnung
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Portfolio selection
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Portfolio-Management
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Risiko
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Risk
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loss distribution
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loss distribution approach (LDA)
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value-at-risk
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Bank
3
Bayes-Statistik
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Abbate, Donato
1
Bakker, Arjan
1
Belles-Sampera, Jaume
1
Benito, Sonia
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Bojić, Borislav
1
Chavez-Demoulin, Valérie
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Chen, Heng Z.
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Vyskočil, Michal
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Wang, Yinghui
1
Yang, Yang
1
Zhelonkin, Mikhail
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Zhu, Xiaoqian
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The journal of operational risk
Insurance / Mathematics & economics
122
Journal of banking & finance
52
Risks : open access journal
48
Journal of risk
40
European journal of operational research : EJOR
39
Finance research letters
25
Quantitative finance
22
International journal of theoretical and applied finance
21
The journal of risk model validation
21
The journal of credit risk : published quarterly by Incisive Media
20
Mathematics of operations research
19
Finance and stochastics
18
Discussion paper / Tinbergen Institute
17
Economic modelling
17
International review of financial analysis
17
Mathematics and financial economics
17
Applied economics
16
Journal of risk management in financial institutions
16
The North American journal of economics and finance : a journal of financial economics studies
15
Scandinavian actuarial journal
14
Journal of international financial markets, institutions & money
13
Journal of risk and financial management : JRFM
12
Research paper series / Swiss Finance Institute
12
Computational economics
11
Energy economics
11
International journal of forecasting
11
International review of economics & finance : IREF
11
Journal of empirical finance
11
Journal of financial econometrics
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The European journal of finance
11
Applied economics letters
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of financial services research : JFSR
10
Journal of mathematical finance
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Operations research
10
Astin bulletin : the journal of the International Actuarial Association
9
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ECONIS (ZBW)
17
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1
Semi-nonparametric estimation of operational risk capital with extreme loss events
Chen, Heng Z.
;
Cosslett, Stephen R.
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014490229
Saved in:
2
Measuring tail operational risk in univariate and multivariate models with extreme losses
Yang, Yang
;
Gong, Yishan
;
Liu, Jiajun
- In:
The journal of operational risk
18
(
2023
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10014490082
Saved in:
3
How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Zhu, Xiaoqian
;
Wang, Yinghui
;
Liu, Mingxi
;
Li, Jianping
- In:
The journal of operational risk
18
(
2023
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014490122
Saved in:
4
Extreme value theory for operational risk in insurance : a case study
Vyskočil, Michal
;
Koudelka, Jiří
- In:
The journal of operational risk
16
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013177451
Saved in:
5
Qualification of operational risk : statistical insights on coherent risk measures
Vee, Dany Ng Cheong
;
Gonpot, Preethee Nunkoo
; …
- In:
The journal of operational risk
14
(
2019
)
2
,
pp. 39-59
Persistent link: https://www.econbiz.de/10012052410
Saved in:
6
Measuring expected shortfall under semi-parametric expected shortfall approaches : a case study of selected Southern European/Mediterranean countries
Radivojević, Nikola
;
Bojić, Borislav
;
Lakićević, Marija
- In:
The journal of operational risk
14
(
2019
)
4
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012157429
Saved in:
7
Modeling operational risk depending on covariates : an empirical investigation
Embrechts, Paul
;
Mizgier, Kamil J.
;
Chen, Xian
- In:
The journal of operational risk
13
(
2018
)
3
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011962172
Saved in:
8
A review of the state of the art in quantifying operational risk
Benito, Sonia
;
Martín, Carmen López
- In:
The journal of operational risk
13
(
2018
)
4
,
pp. 89-129
Persistent link: https://www.econbiz.de/10011976061
Saved in:
9
Distortion risk measures for nonnegative multivariate risks
Guillén, Montserrat
;
Sarabia Alzaga, José Maria
; …
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 35-57
Persistent link: https://www.econbiz.de/10011895037
Saved in:
10
Modeling very large losses
Gzyl, Henryk
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10011895066
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