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~subject:"Statistische Verteilung"
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Operational risk : A Basel II+...
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Statistische Verteilung
risk measures
226
Risikomaß
219
Risk measure
218
Risk measures
211
Theorie
179
Theory
178
Risk
163
Risiko
162
Messung
145
Measurement
144
Portfolio selection
125
Portfolio-Management
124
Risk management
122
Risikomanagement
116
Multivariate Verteilung
77
Multivariate distribution
77
EVT
53
Statistical distribution
53
Vine copula
42
Stochastic process
37
Stochastischer Prozess
37
Bank risk
34
Bankrisiko
34
ARCH model
33
ARCH-Modell
33
vine copula
33
Capital income
30
Kapitaleinkommen
30
Financial services
29
Finanzdienstleistung
29
GARCH
29
Mathematical programming
29
Mathematische Optimierung
29
VaR
29
Operational risk
28
Basel Accord
27
Risikomodell
27
Risk model
27
Volatility
27
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Undetermined
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19
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Article
47
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6
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6
Graue Literatur
6
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6
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6
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English
53
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Denuit, Michel
3
Maruotti, Antonello
3
Petrella, Lea
3
Bee, Marco
2
Bernardi, Mauro
2
Bignozzi, Valeria
2
Calderín-Ojeda, Enrique
2
Cheung, Ka Chun
2
Cossette, Hélène
2
Dhaene, Jan
2
Grün, Bettina
2
Guégan, Dominique
2
Hambuckers, Julien
2
Hassani, Bertrand
2
Hobæk Haff, Ingrid
2
Marceau, Etienne
2
Miljkovic, Tatjana
2
Punzo, Antonio
2
Shapiro, Alexander
2
Wang, Ruodu
2
Wang, Yinzhi
2
Woo, Jae-Kyung
2
Abu Bakar, S. A.
1
Aminzadeh, Mostafa
1
Bagnato, Luca
1
Balbás de la Corte, Alejandro
1
Blanco, Iván
1
Brechmann, Eike
1
Burzoni, Matteo
1
Chaoubi, Ihsan
1
Chen, Jim
1
Cheung, Eric C. K.
1
Choudhry, Taufiq
1
Chu, Carlin C. F.
1
Cortese, Federico Pasquale
1
Cuong, Ly Kim
1
Czado, Claudia
1
Demetrescu, Matei
1
Dempsey, Michael
1
Dendramis, Yiannis
1
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Insurance / Mathematics & economics
8
Risks : open access journal
8
Scandinavian actuarial journal
3
Astin bulletin : the journal of the International Actuarial Association
2
Journal of forecasting
2
Operations research letters
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied economics
1
Applied economics letters
1
Cogent business & management
1
Computational management science
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Czech economic review : acta Universitatis Carolinae oeconomica
1
DEM working papers
1
Discussion paper / Department of Business and Management Science
1
Discussion paper / Tinbergen Institute
1
ECARES working paper
1
Insurance : mathematics and economics
1
International journal of risk assessment and management : IJRAM
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
1
Quantitative finance
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of operational risk
1
The journal of risk model validation
1
Working papers
1
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ECONIS (ZBW)
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1
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:
2
A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series
Chu, Carlin C. F.
;
Li, Simon S. W.
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442615
Saved in:
3
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
Brechmann, Eike
;
Czado, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
40
(
2014
),
pp. 271-270
Persistent link: https://www.econbiz.de/10010402193
Saved in:
4
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco
;
Hambuckers, Julien
-
2020
Persistent link: https://www.econbiz.de/10012417238
Saved in:
5
Asymmetric forecast densities for U.S. macroeconomic variables from a Gaussian copula model of cross-sectional and serial dependence
Smith, Michael S.
;
Vahey, Shaun P.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 416-434
Persistent link: https://www.econbiz.de/10011691656
Saved in:
6
Portfolio selection based on predictive joint return distribution
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Liu, Yezheng
- In:
Applied economics
51
(
2019
)
2
,
pp. 196-206
Persistent link: https://www.econbiz.de/10012160468
Saved in:
7
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco
;
Hambuckers, Julien
- In:
The journal of operational risk
17
(
2022
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10014546257
Saved in:
8
Modeling loss data using composite models
Abu Bakar, S. A.
;
Hamzah, N. A.
;
Maghsoudi, M.
; …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 146-154
Persistent link: https://www.econbiz.de/10010515901
Saved in:
9
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Saved in:
10
Risk measures in optimization problems via empirical estimates
Kaňková, Vlasta
- In:
Czech economic review : acta Universitatis Carolinae …
7
(
2013
)
3
,
pp. 162-177
Persistent link: https://www.econbiz.de/10010341116
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