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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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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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Multivariate VaRs for operational risk capital computation : a vine structure approach
Guégan, Dominique; Hassani, Bertrand K. - In: International journal of risk assessment and management … 17 (2013) 2, pp. 148-170
Persistent link: https://www.econbiz.de/10010385914
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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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Optimal B-robust posterior distributions for operational risk
Danesi, Ivan Luciano; Piacenza, Fabio; Ruli, Erlis; … - In: The journal of operational risk 11 (2016) 4, pp. 35-54
Persistent link: https://www.econbiz.de/10013177177
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Operational risk models and asymptotic normality of maximum likelihood estimation
Larsen, Paul - In: The journal of operational risk 11 (2016) 4, pp. 55-78
Persistent link: https://www.econbiz.de/10013177178
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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
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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
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Evidence, estimates and extreme values from Austria
Kerbl, Stefan - In: The journal of operational risk 9 (2014/2015) 3, pp. 89-123
Persistent link: https://www.econbiz.de/10013262966
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Goodness-of-fit tests and selection methods for operational risk
Lavaud, Sophie; Lehérissé, Vincent - In: The journal of operational risk 9 (2014/2015) 3, pp. 21-50
Persistent link: https://www.econbiz.de/10013262970