Narrow search
Showing 1 - 10 of 20
Cover Image
The 6.5 Ts : rationalising security and risk management strategies
Newsome, Bruce Oliver - In: International journal of risk assessment and management … 18 (2015) 1, pp. 89-104
Persistent link: https://www.econbiz.de/10011419349
Cover Image
Cyber risk management: an actuarial point of view
Carfora, Maria Francesca; Martinelli, Fabio; Mercaldo, … - In: The journal of operational risk 14 (2019) 4, pp. 77-103
Persistent link: https://www.econbiz.de/10012157435
Cover Image
Application of the convolution operator for scenario integration with loss data in operational risk modeling
Aroda, Pavan; Guergachi, Aziz; Huang, Huaxiong - In: The journal of operational risk 10 (2015) 4, pp. 23-44
Persistent link: https://www.econbiz.de/10011442585
Cover Image
Dissecting the JPMorgan whale : a post-mortem
McConnell, Patrick - In: The journal of operational risk 9 (2014) 2, pp. 59-100
Persistent link: https://www.econbiz.de/10010387868
Cover Image
Operational risk and the Solvency II capital aggregation formula : implications of the hidden correlation assumptions
Cifuentes, Arturo; Charlin, Ventura - In: The journal of operational risk 11 (2016) 4, pp. 23-33
Persistent link: https://www.econbiz.de/10013177176
Cover Image
Standardized measurement approach extension to integrate insurance deduction into operational risk capital requirement
Piacenza, Fabio; Belloni, Claudia - In: The journal of operational risk 12 (2017) 4, pp. 31-49
Persistent link: https://www.econbiz.de/10013177181
Cover Image
Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses
Mo, Jianming; Gao, Xiang - In: The journal of operational risk 15 (2020) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10013177332
Cover Image
An emergent taxonomy for operational risk : capturing the wisdom of crowds
Carrivick, Luke; Bishop, Steve; Ivell, Tom; Wong, Valerie; … - In: The journal of operational risk 15 (2020) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10013177357
Cover Image
Benchmarking operational risk stress testing models
Curti, Filippo; Migueis, Marco; Stewart, Robert - In: The journal of operational risk 15 (2020) 2, pp. 27-42
Persistent link: https://www.econbiz.de/10013177363
Cover Image
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