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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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A practical approach to market risk analysis and control : empirical test of the Mexican foreign exchange and stock markets
Al Janabi, Mazin A. M. - In: International journal of risk assessment and management … 9 (2008) 1/2, pp. 70-103
Persistent link: https://www.econbiz.de/10003741202
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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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Optimisation of security system design by quantitative risk assessment and genetic algorithms
Flammini, Fancesco; Gaglione, Andrea; Mazzocca, Nicola; … - In: International journal of risk assessment and management … 15 (2011) 2/3, pp. 205-221
Persistent link: https://www.econbiz.de/10009374529
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Defining resilience within a risk-informed assessment framework
Coles, Garill A.; Unwin, Stephen D.; Holter, Greg M.; … - In: International journal of risk assessment and management … 15 (2011) 2/3, pp. 171-185
Persistent link: https://www.econbiz.de/10009374532
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Models for reducing the risk of critical networked infrastructures
Medal, Hugh; Sharp, Stevenson J.; Pohl, Ed; Rainwater, Chase - In: International journal of risk assessment and management … 15 (2011) 2/3, pp. 99-127
Persistent link: https://www.econbiz.de/10009374543