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ECONIS (ZBW)
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1
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
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2
Multivariate VaRs for operational risk capital computation : a vine structure approach
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
International journal of risk assessment and management …
17
(
2013
)
2
,
pp. 148-170
Persistent link: https://www.econbiz.de/10010385914
Saved in:
3
Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni
;
Guégan, Dominique
;
Rivieccio, Giorgia
- In:
Finance research letters
30
(
2019
),
pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
Saved in:
4
An efficient threshold choice for the computation of operational risk capital
Guégan, Dominique
;
Hassani, Bertrand K.
;
Naud, Cédric
- In:
The journal of operational risk
6
(
2011/12
)
4
,
pp. 3-19
Persistent link: https://www.econbiz.de/10009422506
Saved in:
5
Measuring risks in the tail: the extreme VaR and its confidence interval
Guégan, Dominique
;
Hassani, Bertrand
;
Li, Kehan
- In:
Risk and decision analysis
6
(
2017
)
3
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011925077
Saved in:
6
The Spectral Stress VaR (SSVaR)
Guégan, Dominique
;
Hassani, Bertrand
;
Li, Kehan
-
2015
Persistent link: https://www.econbiz.de/10011635436
Saved in:
7
Risk or regulatory capital? : bringing distributions back in the foreground
Guégan, Dominique
;
Hassani, Bertrand
-
2015
Persistent link: https://www.econbiz.de/10011635443
Saved in:
8
Estimating lower tail dependence between pairs of poverty dimensions in Europe
D'Agostino, Antonella
;
De Luca, Giovanni
;
Guégan, Dominique
- In:
Review of income and wealth
69
(
2023
)
2
,
pp. 419-442
Persistent link: https://www.econbiz.de/10014311003
Saved in:
9
Risk measurement : from quantitative measures to management decisions
Guégan, Dominique
;
Hassani, Bertrand
-
2019
Persistent link: https://www.econbiz.de/10011920991
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