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~isPartOf:"The journal of operational risk"
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Risikomaß
47
Risk measure
47
Operational risk
37
Operationelles Risiko
37
Risikomanagement
27
Risk management
27
Statistical distribution
20
Statistische Verteilung
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Risk
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loss distribution
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loss distribution approach (LDA)
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value-at-risk
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Guégan, Dominique
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Piacenza, Fabio
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The journal of operational risk
Insurance / Mathematics & economics
218
Journal of banking & finance
180
Journal of risk
123
European journal of operational research : EJOR
115
Finance research letters
114
Risks : open access journal
109
Energy economics
74
International review of financial analysis
74
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
53
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Scandinavian actuarial journal
32
Working paper
32
Working papers
32
Finance and stochastics
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Journal of financial econometrics
28
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ECONIS (ZBW)
47
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1
Fat tails, expected shortfall and the Monte Carlo method : a note
Brunner, Michael
;
Piacenza, Fabio
;
Monti, Fabio
; …
- In:
The journal of operational risk
4
(
2009/10
)
1
,
pp. 81-88
Persistent link: https://www.econbiz.de/10003848819
Saved in:
2
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
Saved in:
3
A modified Panjer algorithm for operational risk capital calculations
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
The journal of operational risk
4
(
2009/10
)
4
,
pp. 53-72
Persistent link: https://www.econbiz.de/10003930046
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Calculation of aggregate loss distributions
Shevchenko, Pavel V.
- In:
The journal of operational risk
5
(
2010/11
)
2
,
pp. 3-40
Persistent link: https://www.econbiz.de/10003996356
Saved in:
7
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
Saved in:
8
The measurement of capital for operational risk in Taiwanese commercial banks
Lee, Wo-chiang
;
Fang, Chiang-jye
- In:
The journal of operational risk
5
(
2010/11
)
2
,
pp. 79-102
Persistent link: https://www.econbiz.de/10003996361
Saved in:
9
Recursions and fast Fourier transforms for certain bivariate compound distributions
Tao, Jin
;
Ren, Jiandong
- In:
The journal of operational risk
5
(
2010/11
)
4
,
pp. 19-33
Persistent link: https://www.econbiz.de/10008823252
Saved in:
10
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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