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Ausreißer
11
Outliers
11
Operational risk
10
Operationelles Risiko
10
Risikomanagement
9
Risikomaß
9
Risk management
9
Risk measure
9
Statistical distribution
6
Statistische Verteilung
6
Theorie
5
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operational risk
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value-at-risk (VaR)
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Basler Akkord
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Finanzdienstleistung
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Abbate, Donato
1
Benito, Sonia
1
Chen, Heng Z.
1
Chen, Xian
1
Cosslett, Stephen R.
1
Embrechts, Paul
1
Farkas, Walter
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Figini, Silvia
1
Gao, Lijun
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Giudici, Paolo
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1
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1
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1
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Ramanathan, T. V.
1
Vee, Dany Ng Cheong
1
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1
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The journal of operational risk
Insurance / Mathematics & economics
33
Discussion paper / Center for Economic Research, Tilburg University
22
Applied economics
17
Risks : open access journal
15
Economic modelling
14
Journal of banking & finance
14
Journal of econometrics
14
Discussion paper / Tinbergen Institute
13
International review of financial analysis
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Finance research letters
11
Working papers / TSE : WP
11
Journal of empirical finance
10
Economics letters
9
Energy economics
9
Journal of risk
9
DNB working paper
8
International review of economics & finance : IREF
8
Journal of international financial markets, institutions & money
8
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of forecasting
7
Journal of international money and finance
7
SFB 649 discussion paper
7
Journal of mathematical finance
6
The journal of risk model validation
6
Working paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
CESifo working papers
5
Dissertation Series CentER
5
Journal of financial econometrics
5
NBER Working Paper
5
NBER working paper series
5
Working paper / Department of Economics, Lund University
5
Astin bulletin : the journal of the International Actuarial Association
4
CentER Discussion Paper Series
4
Econometric reviews
4
European journal of operational research : EJOR
4
Financial markets and portfolio management
4
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ECONIS (ZBW)
11
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1
Semi-nonparametric estimation of operational risk capital with extreme loss events
Chen, Heng Z.
;
Cosslett, Stephen R.
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014490229
Saved in:
2
Measuring tail operational risk in univariate and multivariate models with extreme losses
Yang, Yang
;
Gong, Yishan
;
Liu, Jiajun
- In:
The journal of operational risk
18
(
2023
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10014490082
Saved in:
3
Extreme value theory for operational risk in insurance : a case study
Vyskočil, Michal
;
Koudelka, Jiří
- In:
The journal of operational risk
16
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013177451
Saved in:
4
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
Saved in:
5
Modeling operational risk depending on covariates : an empirical investigation
Embrechts, Paul
;
Mizgier, Kamil J.
;
Chen, Xian
- In:
The journal of operational risk
13
(
2018
)
3
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011962172
Saved in:
6
Tail dependence in small samples : from theory to practice
Lavaud, Sophie
- In:
The journal of operational risk
13
(
2018
)
1
,
pp. 15-49
Persistent link: https://www.econbiz.de/10011848897
Saved in:
7
A review of the state of the art in quantifying operational risk
Benito, Sonia
;
Martín, Carmen López
- In:
The journal of operational risk
13
(
2018
)
4
,
pp. 89-129
Persistent link: https://www.econbiz.de/10011976061
Saved in:
8
Bayesian operational risk models
Figini, Silvia
;
Gao, Lijun
;
Giudici, Paolo
- In:
The journal of operational risk
10
(
2015
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011298859
Saved in:
9
Evidence, estimates and extreme values from Austria
Kerbl, Stefan
- In:
The journal of operational risk
9
(
2014/2015
)
3
,
pp. 89-123
Persistent link: https://www.econbiz.de/10013262966
Saved in:
10
Operational risk quantification using extreme value theory and copulas : from theory to practice
Gourier, Elise
;
Farkas, Walter
;
Abbate, Donato
- In:
The journal of operational risk
4
(
2009/10
)
3
,
pp. 3-26
Persistent link: https://www.econbiz.de/10003900825
Saved in:
11
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
Saved in:
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