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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
21
Statistische Verteilung
21
Theorie
19
Theory
19
Bank risk
17
Bankrisiko
17
Loss
14
Verlust
14
Basel Accord
13
Basler Akkord
13
value-at-risk (VaR)
10
Ausreißer
9
Outliers
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operational risk
9
Financial services
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Finanzdienstleistung
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Measurement
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Messung
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Estimation theory
5
Probability theory
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Schätztheorie
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loss distribution
5
Correlation
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Korrelation
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Portfolio selection
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Portfolio-Management
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Risiko
4
Risk
4
loss distribution approach (LDA)
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value-at-risk
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English
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Guégan, Dominique
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Hassani, Bertrand K.
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Gzyl, Henryk
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Li, Jianping
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Mitic, Peter
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Piacenza, Fabio
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Zhu, Xiaoqian
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Carrillo Menéndez, Santiago
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The journal of operational risk
Insurance / Mathematics & economics
245
Journal of banking & finance
182
European journal of operational research : EJOR
125
Journal of risk
123
Finance research letters
120
Risks : open access journal
112
Energy economics
77
International review of financial analysis
76
Economic modelling
74
The North American journal of economics and finance : a journal of financial economics studies
68
The journal of risk model validation
67
Quantitative finance
66
Discussion paper / Tinbergen Institute
64
Journal of risk and financial management : JRFM
60
International journal of forecasting
59
International journal of theoretical and applied finance
58
Journal of empirical finance
56
Applied economics
55
Journal of risk management in financial institutions
47
Journal of econometrics
46
Computational economics
44
Journal of forecasting
42
International review of economics & finance : IREF
41
The European journal of finance
39
Finance and stochastics
38
Research in international business and finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Research paper series / Swiss Finance Institute
36
Journal of economic dynamics & control
35
Scandinavian actuarial journal
35
SFB 649 discussion paper
34
Journal of international financial markets, institutions & money
33
Working papers
33
Applied economics letters
32
Operations research letters
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Working paper
31
Econometric Institute research papers
30
Journal of financial econometrics
29
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ECONIS (ZBW)
48
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1
Operational loss with correlated frequency and severity : an analytical approach
Stahl, Daniel H.
- In:
The journal of operational risk
11
(
2016
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011600204
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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