Narrow search
Showing 201 - 210 of 130,031
Cover Image
Sudden crash or long torture : the timing of market reactions to operational loss events
Biell, Lis; Muller, Aline - In: Journal of banking & finance 37 (2013) 7, pp. 2628-2638
Persistent link: https://www.econbiz.de/10009760575
Cover Image
Kernel alternatives to approximate operational severity distribution : an empirical application
Di Pietro, Filippo; Oliver Alfonso, María Dolores; … - In: Journal / The Capco Institute : journal of financial … 35 (2012), pp. 17-26
Persistent link: https://www.econbiz.de/10009785743
Cover Image
Adding prior knowledge to quantitative operational risk models
Bolancé, Catalina; Guillén, Montserrat; Gustafsson, Jim; … - In: The journal of operational risk 8 (2013) 1, pp. 17-32
Persistent link: https://www.econbiz.de/10010256991
Cover Image
Effects of the financial crisis on banking operational losses
Cope, Eric W.; Carrivick, Luke - In: The journal of operational risk 8 (2013) 3, pp. 3-29
Persistent link: https://www.econbiz.de/10010248379
Cover Image
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
Cover Image
Predicting operational loss exposure using past losses
Curti, Filippo; Migueis, Marco - 2015
Persistent link: https://www.econbiz.de/10011499646
Cover Image
Fitting operational risk data using limited information below the threshold
Cormack, Christopher M. - In: The journal of operational risk 9 (2014) 2, pp. 39-56
Persistent link: https://www.econbiz.de/10010387874
Cover Image
Modeling dependence of operational loss frequencies
Brechmann, Eike Christian; Czado, Claudia; Paterlini, Sandra - In: The journal of operational risk 8 (2013/14) 4, pp. 105-126
Persistent link: https://www.econbiz.de/10010388208
Cover Image
A Bayesian approach to extreme value estimation in operational risk modeling
Ergashev, Bakhodir; Mittnik, Stefan; Sekeris, Evan - In: The journal of operational risk 8 (2013/14) 4, pp. 55-81
Persistent link: https://www.econbiz.de/10010388210
Cover Image
Closed-form approximations for opertional value-at-risk
Hernández, Lorenzo; Tejero, Jorge; Suárez, Alberto; … - In: The journal of operational risk 8 (2013/14) 4, pp. 39-54
Persistent link: https://www.econbiz.de/10010388213