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A weighted likelihood estimator for operational risk data : improving the accuracy of capital estimates by robustifying maximum likelihood estimates
Colombo, Andrea; Lazzarini, Alessandro; Mongelluzzo, Silvia - In: The journal of operational risk 10 (2015/2016) 3, pp. 47-108
Persistent link: https://www.econbiz.de/10013262995
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ICT operational risk management (ORM) and performances of a financial SME
Bayaga, A.; Flowerday, S.; Piderit, R. - In: The Pakistan development review : PDR 52 (2013) 2, pp. 127-138
Persistent link: https://www.econbiz.de/10010440408
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The operational risk management in the Romanian SMES
Mironescu, Roxana; Turcu, Ovidiu Leonard; Ceocea, Costel - In: Studies and scientific researches / Faculty of Economic … 21 (2015), pp. 76-88
Persistent link: https://www.econbiz.de/10011800117
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Benchmarking operational risk stress testing models
Curti, Filippo; Migueis, Marco; Stewart, Robert - In: The journal of operational risk 15 (2020) 2, pp. 27-42
Persistent link: https://www.econbiz.de/10013177363
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Global risk factor theory and risk scenario generation based on the Rogov-causality test of time series time-warped longest common subsequence
Rogov, Mikhail - In: Financial econometrics and empirical market microstructure, (pp. 263-278). 2015
Persistent link: https://www.econbiz.de/10011326620
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Combination of autoregressive graphical models and time series bootstrap methods for risk management in marine insurance
Carli, Federico; Pesce, Elena; Porro, Francesco; … - In: Socio-economic planning sciences : the international … 92 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014529095
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Model Uncertainty in Operational Risk Modeling Due to Data Truncation : A Single Risk Case
Yu, Daoping - 2017
collection threshold in operational risk modeling. For fitting the loss severity distribution, several approaches have been …
Persistent link: https://www.econbiz.de/10012943417
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Model Uncertainty in Operational Risk Modeling
Yu, Daoping - 2016
collection threshold in operational risk modeling. There are several approaches under consideration --- the empirical approach …
Persistent link: https://www.econbiz.de/10013004788
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A simulation comparison of aggregation periods for estimating correlations within operational loss data
Panman, K.; Haasbroek, L. J.; Pieters, W. D. - In: The journal of operational risk 11 (2016) 2, pp. 69-86
Persistent link: https://www.econbiz.de/10011600244
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Operational risk management: the solution is in the problem
Mestchian, Peyman - In: Advances in operational risk : firm-wide issues for …, (pp. 3-16). 2003
Persistent link: https://www.econbiz.de/10003281825