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~isPartOf:"The journal of operational risk"
~subject:"Statistische Verteilung"
~subject:"Welt"
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Search: subject_exact:"Expected tail loss"
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Statistische Verteilung
Welt
Risikomaß
47
Risk measure
47
Operational risk
37
Operationelles Risiko
37
Risikomanagement
27
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27
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20
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The journal of operational risk
Insurance / Mathematics & economics
76
Journal of banking & finance
44
Risks : open access journal
27
Finance research letters
26
Energy economics
25
International journal of forecasting
25
Discussion paper / Tinbergen Institute
24
Economic modelling
23
International review of financial analysis
22
Journal of risk
21
The North American journal of economics and finance : a journal of financial economics studies
20
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18
Applied economics
17
International review of economics & finance : IREF
16
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16
The journal of risk model validation
14
Journal of forecasting
13
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13
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12
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12
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12
SFB 649 discussion paper
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Pacific-Basin finance journal
11
Scandinavian actuarial journal
11
The European journal of finance
11
Working paper
11
European journal of operational research : EJOR
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of international financial markets, institutions & money
10
Research paper series / Swiss Finance Institute
10
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10
Applied economics letters
9
Astin bulletin : the journal of the International Actuarial Association
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Swiss Finance Institute Research Paper
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Research in international business and finance
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Journal of financial stability
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ECONIS (ZBW)
20
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1
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:
2
Estimating the correlation between operational risk loss categories over different time horizons
Brown, Maurice L.
;
Ly, Cheng
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014490177
Saved in:
3
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:
4
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco
;
Hambuckers, Julien
- In:
The journal of operational risk
17
(
2022
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10014546257
Saved in:
5
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:
6
Maximum likelihood estimation error an operational value-at-risk stability
Larsen, Paul
- In:
The journal of operational risk
14
(
2019
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012052373
Saved in:
7
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:
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
Fast, accurate and straightforward extreme quantiles of compound loss distributions
Opdyke, John Douglas
- In:
The journal of operational risk
12
(
2017
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013177180
Saved in:
10
Evaluating operational risk by an inhomogeneous counting process based on Panjer recursion
Jiménez, José Alfredo
;
Arunachalam, Viswanathan
- In:
The journal of operational risk
11
(
2016
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011518186
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