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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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Correlations in operational risk stress testing : use and abuse
Mitic, Peter - In: The journal of operational risk 17 (2022) 2, pp. 1-39
Persistent link: https://www.econbiz.de/10014546262
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Estimation of losses due to cyber risk for financial institutions
Bouveret, Antoine - In: The journal of operational risk 14 (2019) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10012052398
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Modeling very large losses
Gzyl, Henryk - In: The journal of operational risk 13 (2018) 2, pp. 59-81
Persistent link: https://www.econbiz.de/10011895066
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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
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Modelling operational loss severity distributions from consortium data
Cope, Eric W. - In: The journal of operational risk 5 (2010/11) 4, pp. 35-64
Persistent link: https://www.econbiz.de/10008823251
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Application of the convolution operator for scenario integration with loss data in operational risk modeling
Aroda, Pavan; Guergachi, Aziz; Huang, Huaxiong - In: The journal of operational risk 10 (2015) 4, pp. 23-44
Persistent link: https://www.econbiz.de/10011442585
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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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An assessment of operational loss data and its implications for risk capital modeling
Cohen, Ruben D. - In: The journal of operational risk 11 (2016) 3, pp. 71-95
Persistent link: https://www.econbiz.de/10013177162
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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