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~isPartOf:"The journal of operational risk"
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Statistical distribution
41
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41
Operational risk
30
Operationelles Risiko
30
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20
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20
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18
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Gzyl, Henryk
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The journal of operational risk
Insurance / Mathematics & economics
195
Journal of econometrics
183
Discussion paper / Tinbergen Institute
116
Economics letters
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
International journal of forecasting
83
Risks : open access journal
81
European journal of operational research : EJOR
66
IMF Working Papers
65
International journal of theoretical and applied finance
63
Finance research letters
62
Econometric reviews
59
Physica A: Statistical Mechanics and its Applications
59
Journal of banking & finance
58
Applied economics
53
Econometric theory
51
Working paper
45
Applied economics letters
44
Economic modelling
44
Discussion paper / Center for Economic Research, Tilburg University
43
Journal of forecasting
43
NBER Working Paper
43
Computational economics
42
NBER working paper series
42
CEMMAP working papers / Centre for Microdata Methods and Practice
41
Journal of empirical finance
41
Quantitative finance
41
Working paper / National Bureau of Economic Research, Inc.
41
Working papers
40
International review of financial analysis
39
Scandinavian actuarial journal
38
Statistical papers
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of applied econometrics
34
Journal of the American Statistical Association : JASA
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
The European journal of finance
34
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of risk and financial management : JRFM
32
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ECONIS (ZBW)
41
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1
Estimating the lognormal-gamma model of operational risk using the Markov chain Monte Carlo method
Ergashev, Bakhodir
- In:
The journal of operational risk
4
(
2009/10
)
1
,
pp. 35-57
Persistent link: https://www.econbiz.de/10003848811
Saved in:
2
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:
3
A combination model for operational risk estimation in a Chinese banking industry case
Feng, Jichuang
;
Li, Jianping
;
Gao, Lijun
;
Hua, Zhongsheng
- In:
The journal of operational risk
7
(
2012
)
2
,
pp. 17-39
Persistent link: https://www.econbiz.de/10009572422
Saved in:
4
Reconstructing heavy-tailed distributions by splicing with maximum entropy in the mean
Carrillo Menéndez, Santiago
;
Gzyl, Henryk
;
Tagliani, Aldo
- In:
The journal of operational risk
7
(
2012
)
2
,
pp. 3-15
Persistent link: https://www.econbiz.de/10009572428
Saved in:
5
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
Saved in:
6
Approximations of value-at-risk as an extreme quantile of a random sum of heavy-tailed random variables
Hannah, Lincoln
;
Puza, Borek
- In:
The journal of operational risk
10
(
2015
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011298869
Saved in:
7
Quantile distance estimation for operational risk : a practical application
Lehérissé, Vincent
;
Renaudin, Alexis
- In:
The journal of operational risk
8
(
2013
)
2
,
pp. 73-102
Persistent link: https://www.econbiz.de/10009774213
Saved in:
8
A comparison of alternative mixing models for external data in operational risk
Torresetti, Roberto
;
Le Pera, Giacomo
- In:
The journal of operational risk
10
(
2015
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011442580
Saved in:
9
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
Saved in:
10
A simulation comparison of quantile approximation techniques for compound distributions popular in operational risk
Jongh, Pieter Juriaan de
;
De Wet, Tertius
;
Panman, Kevin
; …
- In:
The journal of operational risk
11
(
2016
)
1
,
pp. 23-48
Persistent link: https://www.econbiz.de/10011518209
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