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Comparison of tail performance of the Champernowne transformed kernel density estimator, the generalized Pareto distribution and the g-and-h distribution
Buch-Kromann, Tine - In: The journal of operational risk 4 (2009/10) 2, pp. 43-67
Persistent link: https://www.econbiz.de/10003883154
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Estimating the probability of insurance recovery in operational risk
Cohen, Ruben D.; Humphries, Jonathan; Lu, Jia - In: The journal of operational risk 19 (2024) 1, pp. 87-101
Persistent link: https://www.econbiz.de/10014490239
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Determing the total loss distribution from the moments of the exponential pf the compound loss
Gzyl, Hendryk - In: The journal of operational risk 6 (2011) 3, pp. 3-13
Persistent link: https://www.econbiz.de/10009374124
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Using a time series approach to correct serial correlation in operational risk capital calculation
Guégan, Dominique; Hassani, Bertrand K. - In: The journal of operational risk 8 (2013) 3, pp. 31-56
Persistent link: https://www.econbiz.de/10010248377
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A comparison of numerical approaches to determine the severity of losses
Gzyl, Henryk; Novi-Inverardi, Pier Luigi; Tagliani, Aldo - In: The journal of operational risk 8 (2013) 1, pp. 3-15
Persistent link: https://www.econbiz.de/10010256992
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The disclosure of operational risk in tunisian insurance companies
Hemrit, Wael; Arab, Mounira Ben - In: The journal of operational risk 6 (2011) 2, pp. 69-111
Persistent link: https://www.econbiz.de/10009236356
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Regulatory arbitrage in the use of insurance in the new standardized approach for operational risk capital
Migueis, Marco - In: The journal of operational risk 16 (2021) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10013168023
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A checklist-based weighted fuzzy severity approach for calculating operational risk exposure on foreign exchange trades under the Basel II regime
Rao, V. Sree Hari; Ramesh, K. V. N. M. - In: The journal of operational risk 9 (2014) 4, pp. 105-124
Persistent link: https://www.econbiz.de/10011471064
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Maximum likelihood estimation error an operational value-at-risk stability
Larsen, Paul - In: The journal of operational risk 14 (2019) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10012052373
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Operational risk measurement : a loss distribution approach with segmented dependence
Zhu, Xiaoqian; Wang, Yinghui; Li, Jianping - In: The journal of operational risk 14 (2019) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10012052383