Narrow search
Showing 21 - 30 of 19,887
Cover Image
Bayesian analysis of extreme operational losses
Liang, Chyng-lan - In: The journal of operational risk 4 (2009/10) 3, pp. 27-43
Persistent link: https://www.econbiz.de/10003900833
Cover Image
Extremal Events in a Bank Operational Losses
Dahen, Hela - 2010
during the 1994-2004 period. The tail of the loss distribution (a Pareto distribution without expectation whose …
Persistent link: https://www.econbiz.de/10013147401
Cover Image
Qualification of operational risk : statistical insights on coherent risk measures
Vee, Dany Ng Cheong; Gonpot, Preethee Nunkoo; … - In: The journal of operational risk 14 (2019) 2, pp. 39-59
Persistent link: https://www.econbiz.de/10012052410
Cover Image
The application of extreme value theory in operational risk management
Teplý, Petr - In: Ekonomický časopis : časopis pre ekonomickú … 60 (2012) 7, pp. 698-716
Persistent link: https://www.econbiz.de/10010189997
Cover Image
A test of the inherent predictiveness of the RU, a new metric to express all forms of operational risk in banks
Hughes, Peter; Marzouk, Mahmoud - In: Journal of risk management in financial institutions 14 (2020/2021) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10012613975
Cover Image
Operational risk measurement beyond the loss distribution approach : an exposure-based methodology
Einemann, Michael; Fritscher, Joerg; Kalkbrener, Michael - In: The journal of operational risk 13 (2018) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10011895031
Cover Image
Operational risk measurement : a loss distribution approach with segmented dependence
Zhu, Xiaoqian; Wang, Yinghui; Li, Jianping - In: The journal of operational risk 14 (2019) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10012052383
Cover Image
Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses
Mo, Jianming; Gao, Xiang - In: The journal of operational risk 15 (2020) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10013177332
Cover Image
On the selection of loss severity distributions to model operational risk
Hadley, Daniel; Joe, Harry; Nolde, Natalia - In: The journal of operational risk 14 (2019) 3, pp. 73-94
Persistent link: https://www.econbiz.de/10012132747
Cover Image
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver; Klüppelberg, Claudia; Paterlini, Sandra - In: Journal of banking & finance 117 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012495775