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Measurement and quantification of operational risk an application of corvaritate-VaR
Rao, D. Tripati, (2011)
Bayesian operational risk models
Figini, Silvia, (2015)
Quantifying systemic risk in Morocco's banking system using Euler indicators and extreme dependence
Said, Khalil, (2023)
Modeling operational risk data reported above a time-varying threshold
Shevchenko, Pavel V., (2009)
ON THE IMPACT OF HIDDEN TRENDS FOR A COMPOUND POISSON MODEL WITH PARETO-TYPE CLAIMS
GRANDITS, PETER, (2010)
New ways of modeling loan-to-income distributions and their evolution in time : a probability copula approach
Gerth, Florian, (2021)