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Operational risk measurement : a loss distribution approach with segmented dependence
Zhu, Xiaoqian, (2019)
Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses
Mo, Jianming, (2020)
IT operational risk measurement model based on internal loss data of banks
Hao, Xiaoling, (2010)
A financial stress index for the analysis of XBRL data
Dridi, Amira, (2012)
Bayesian operational risk models
Figini, Silvia, (2015)
Data mining for business and industry
Cerchiello, Paola, (2008)