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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
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Operational risk quantification using extreme value theory and copulas : from theory to practice
Gourier, Elise; Farkas, Walter; Abbate, Donato - In: The journal of operational risk 4 (2009/10) 3, pp. 3-26
Persistent link: https://www.econbiz.de/10003900825
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Combining operational loss data with expert opinions through advanced credibility theory
Agostini, Alessandra; Talamo, Paolo; Vecchione, Vittorio - In: The journal of operational risk 5 (2010/11) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10003971938
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Evaluation of parameter risk via first-order approximation of distortion risk measures
Erdman, Donald; Major, Steven; Rioux, Jacques - In: The journal of operational risk 5 (2010/11) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10003971940
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A practical application of extreme value theory to operational risk in banks
Dahen, Hela; Dionne, Georges; Zajdenweber, Daniel - In: The journal of operational risk 5 (2010/11) 2, pp. 63-78
Persistent link: https://www.econbiz.de/10003996359
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The calculation of minimum regulatory capital using single-loss approximations
Degen, Matthias - In: The journal of operational risk 5 (2010/11) 4, pp. 3-17
Persistent link: https://www.econbiz.de/10008823253
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Bayesian operational risk models
Figini, Silvia; Gao, Lijun; Giudici, Paolo - In: The journal of operational risk 10 (2015) 2, pp. 45-60
Persistent link: https://www.econbiz.de/10011298859
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Modeling correlated frequencies with application in operational risk management
Badescu, Andrei L.; Gong, Lan; Lin, X. Sheldon; Tang, Dameng - In: The journal of operational risk 10 (2015) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10011298878
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Tail risk in energy portfolios
González-Pedraz, Carlos; Moreno, Manuel; Peña … - In: Energy economics 46 (2014), pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
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Energy risk management through self-exciting marked point process
Herrera, Rodrigo - In: Energy economics 38 (2013), pp. 64-76
Persistent link: https://www.econbiz.de/10009763643