//-->
Financial risk optimisation methods : a survey
Chiper, Alexandra-Maria, (2023)
Risky risk measures : a note on underestimating financial risk under the normal assumption
Goodfellow, Christiane, (2016)
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie, (2018)
A framework to manage the measurable, immeasurable and the unidentifiable financial risk
Ganegoda, Amandha, (2014)
A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS)
Ganegoda, Amandha, (2013)