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Challenges and pitfalls in measuring operational risk from loss data
Cope, Eric W.; Mignola, Giulio; Antonini, Gianluca; … - In: The journal of operational risk 4 (2009/10) 4, pp. 3-27
Persistent link: https://www.econbiz.de/10003930039
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Modelling operational loss severity distributions from consortium data
Cope, Eric W. - In: The journal of operational risk 5 (2010/11) 4, pp. 35-64
Persistent link: https://www.econbiz.de/10008823251