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Shevchenko, Pavel V.
7
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The journal of operational risk
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33
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Macquarie University Faculty of Business & Economics Research Paper
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Binkowski K., He P., Kordzakhia N., Shevchenko P. (2019) On the Parameter Estimation in the Schwartz-Smith’s Two-Factor Model. In: Nguyen H. (eds) Statistics and Data Science. RSSDS 2019. Communications in Computer and Information Science
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Han, Jun S., Kordzakhia, Nino, Shevchenko, Pavel V. and Trück, Stefan. "On Correlated Measurement Errors in the Schwartz-Smith Two-Factor Model" Dependence Modeling
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P.V. Shevchenko and X. Luo (2016). A unified pricing of variable annuity guarantees under the optimal stochastic control framework. Risks 4(3), 22:1-22:31, doi:10.3390/risks4030022
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Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?
Peters, Gareth
;
Shevchenko, Pavel V.
;
Hassani, Bertrand
; …
- In:
The journal of operational risk
11
(
2016
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10013177152
Saved in:
2
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:
3
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/10009911449
Saved in:
4
Global perspectives on operational risk management and practice : a survey by the Institute of Operational Risk (IOR) and the Center for Financial Professionals (CeFPro)
Peters, Gareth
;
Clark, George
;
Thirlwell, John
;
Kulwal, …
- In:
The journal of operational risk
13
(
2018
)
4
,
pp. 47-88
Persistent link: https://www.econbiz.de/10011976060
Saved in:
5
Modeling operational risk data reported above a time-varying threshold
Shevchenko, Pavel V.
;
Temnov, Grigory
- In:
The journal of operational risk
4
(
2009/10
)
2
,
pp. 19-42
Persistent link: https://www.econbiz.de/10003883151
Saved in:
6
Dynamic operational risk : modeling dependence and combining different sources of information
Peters, Gareth W.
;
Shevchenko, Pavel V.
;
Wüthrich, Mario V.
- In:
The journal of operational risk
4
(
2009/10
)
2
,
pp. 69-104
Persistent link: https://www.econbiz.de/10003883157
Saved in:
7
Dynamic operational risk : modeling dependence and combining different sources of information
Peters, Gareth W.
;
Shevchenko, Pavel V.
;
Wüthrich, Mario V.
- In:
The journal of operational risk
4
(
2009/10
)
2
,
pp. 69-104
Persistent link: https://www.econbiz.de/10009911430
Saved in:
8
Modeling operational risk data reported above a time-varying threshold
Shevchenko, Pavel V.
;
Temnov, Grigory
- In:
The journal of operational risk
4
(
2009/10
)
2
,
pp. 19-42
Persistent link: https://www.econbiz.de/10009911432
Saved in:
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