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The journal of operational risk
Insurance / Mathematics & economics
195
Journal of econometrics
169
Discussion paper / Tinbergen Institute
113
Economics letters
94
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
International journal of forecasting
81
Risks : open access journal
76
European journal of operational research : EJOR
66
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62
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56
Journal of banking & finance
56
Econometric theory
51
Applied economics
50
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43
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42
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42
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42
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41
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41
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41
Computational economics
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Journal of empirical finance
39
Quantitative finance
38
International review of financial analysis
37
Statistical papers
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of the American Statistical Association : JASA
34
Scandinavian actuarial journal
34
Statistics in transition : an international journal of the Polish Statistical Association
34
Journal of applied econometrics
33
The European journal of finance
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Journal of economic dynamics & control
31
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ECONIS (ZBW)
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1
Composite Tukey-type distributions with application to operational risk management
Möstel, Linda
;
Fischer, Matthias
;
Pfeuffer, Marius
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014490209
Saved in:
2
Credible value-at-risk
Mitic, Peter
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 33-70
Persistent link: https://www.econbiz.de/10014490183
Saved in:
3
Measuring tail operational risk in univariate and multivariate models with extreme losses
Yang, Yang
;
Liu, Jiajun
- In:
The journal of operational risk
18
(
2023
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10014490082
Saved in:
4
Estimating the correlation between operational risk loss categories over different time horizons
Brown, Maurice L.
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014490177
Saved in:
5
On modeling contagion in the formation of operational risk loss
Gao, Xiang
;
Wang, Zhan
- In:
The journal of operational risk
16
(
2021
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012630884
Saved in:
6
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:
7
Maximum likelihood estimation error an operational value-at-risk stability
Larsen, Paul
- In:
The journal of operational risk
14
(
2019
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012052373
Saved in:
8
Sample dependence of risk premiums
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
The journal of operational risk
14
(
2019
)
2
,
pp. 21-37
Persistent link: https://www.econbiz.de/10012052401
Saved in:
9
On the selection of loss severity distributions to model operational risk
Hadley, Daniel
;
Joe, Harry
;
Nolde, Natalia
- In:
The journal of operational risk
14
(
2019
)
3
,
pp. 73-94
Persistent link: https://www.econbiz.de/10012132747
Saved in:
10
Estimation of value-at-risk for conduct risk losses using pseudo-marginal Markov chain Monte Carlo
Mitic, Peter
;
Hu, Jiaqi
- In:
The journal of operational risk
14
(
2019
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012157425
Saved in:
11
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:
12
Predictive fraud analytics : B-tests
Afanasiev, Sergey
;
Smirnova, Anastasiya
- In:
The journal of operational risk
13
(
2018
)
4
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011976053
Saved in:
13
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:
14
Fast, accurate and straightforward extreme quantiles of compound loss distributions
Opdyke, John Douglas
- In:
The journal of operational risk
12
(
2017
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013177180
Saved in:
15
On a family of weighted Cramér-von Mises goodness-of-fit test in operational risk modeling
Mayorov, Kirill
;
Hristoskov, James
;
Balakrishnan, …
- In:
The journal of operational risk
12
(
2017
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011775503
Saved in:
16
Various approximations of the total aggregate loss quantile function with application to operational risk
Griffiths, Ross
;
Mnif, Walid
- In:
The journal of operational risk
12
(
2017
)
2
,
pp. 23-46
Persistent link: https://www.econbiz.de/10011775504
Saved in:
17
Optimal B-robust posterior distributions for operational risk
Danesi, Ivan Luciano
;
Piacenza, Fabio
;
Ruli, Erlis
; …
- In:
The journal of operational risk
11
(
2016
)
4
,
pp. 35-54
Persistent link: https://www.econbiz.de/10013177177
Saved in:
18
Operational risk models and asymptotic normality of maximum likelihood estimation
Larsen, Paul
- In:
The journal of operational risk
11
(
2016
)
4
,
pp. 55-78
Persistent link: https://www.econbiz.de/10013177178
Saved in:
19
Evaluating operational risk by an inhomogeneous counting process based on Panjer recursion
Jiménez, José Alfredo
;
Arunachalam, Viswanathan
- In:
The journal of operational risk
11
(
2016
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011518186
Saved in:
20
A simulation comparison of quantile approximation techniques for compound distributions popular in operational risk
Jongh, Pieter Juriaan de
;
De Wet, Tertius
;
Panman, Kevin
; …
- In:
The journal of operational risk
11
(
2016
)
1
,
pp. 23-48
Persistent link: https://www.econbiz.de/10011518209
Saved in:
21
Operational loss with correlated frequency and severity : an analytical approach
Stahl, Daniel H.
- In:
The journal of operational risk
11
(
2016
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011600204
Saved in:
22
A comparison of alternative mixing models for external data in operational risk
Torresetti, Roberto
;
Le Pera, Giacomo
- In:
The journal of operational risk
10
(
2015
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011442580
Saved in:
23
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:
24
Approximations of value-at-risk as an extreme quantile of a random sum of heavy-tailed random variables
Hannah, Lincoln
;
Puza, Borek
- In:
The journal of operational risk
10
(
2015
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011298869
Saved in:
25
Truncated lognormals as a power-law mimic in operational risk
Torresetti, Roberto
;
Nordio, Claudio
- In:
The journal of operational risk
10
(
2015/2016
)
3
,
pp. 21-41
Persistent link: https://www.econbiz.de/10013262990
Saved in:
26
Fitting operational risk data using limited information below the threshold
Cormack, Christopher M.
- In:
The journal of operational risk
9
(
2014
)
2
,
pp. 39-56
Persistent link: https://www.econbiz.de/10010387874
Saved in:
27
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:
28
Goodness-of-fit tests and selection methods for operational risk
Lavaud, Sophie
;
Lehérissé, Vincent
- In:
The journal of operational risk
9
(
2014/2015
)
3
,
pp. 21-50
Persistent link: https://www.econbiz.de/10013262970
Saved in:
29
Quantile distance estimation for operational risk : a practical application
Lehérissé, Vincent
;
Renaudin, Alexis
- In:
The journal of operational risk
8
(
2013
)
2
,
pp. 73-102
Persistent link: https://www.econbiz.de/10009774213
Saved in:
30
A Bayesian approach to extreme value estimation in operational risk modeling
Ergashev, Bakhodir
;
Mittnik, Stefan
;
Sekeris, Evan
- In:
The journal of operational risk
8
(
2013/14
)
4
,
pp. 55-81
Persistent link: https://www.econbiz.de/10010388210
Saved in:
31
Closed-form approximations for opertional value-at-risk
Hernández, Lorenzo
;
Tejero, Jorge
;
Suárez, Alberto
; …
- In:
The journal of operational risk
8
(
2013/14
)
4
,
pp. 39-54
Persistent link: https://www.econbiz.de/10010388213
Saved in:
32
A simple model for pseudo-nonstationarity in operational risk loss data due to interest rate dependency and reporting threshold
Arit, Gerrit
;
Neumann, Frank
;
Milkau, Udo
- In:
The journal of operational risk
8
(
2013/14
)
4
,
pp. 27-37
Persistent link: https://www.econbiz.de/10010388214
Saved in:
33
A combination model for operational risk estimation in a Chinese banking industry case
Feng, Jichuang
;
Li, Jianping
;
Gao, Lijun
;
Hua, Zhongsheng
- In:
The journal of operational risk
7
(
2012
)
2
,
pp. 17-39
Persistent link: https://www.econbiz.de/10009572422
Saved in:
34
Reconstructing heavy-tailed distributions by splicing with maximum entropy in the mean
Carrillo Menéndez, Santiago
;
Gzyl, Henryk
;
Tagliani, Aldo
- In:
The journal of operational risk
7
(
2012
)
2
,
pp. 3-15
Persistent link: https://www.econbiz.de/10009572428
Saved in:
35
Treatment of the data collection threshold in operational risk : a case study using the lognormal distribution
Cavallo, Alexander
;
Rosenthal, Benjamin
;
Wang, Xiao
; …
- In:
The journal of operational risk
7
(
2012
)
1
,
pp. 3-38
Persistent link: https://www.econbiz.de/10009539323
Saved in:
36
Computing the value-at-risk of aggregate severities
Gzyl, Henryk
- In:
The journal of operational risk
6
(
2011/12
)
4
,
pp. 59-63
Persistent link: https://www.econbiz.de/10009422503
Saved in:
37
A framework for uncertainty modeling in operational risk
Sakalo, Tatiana
;
Delasey, Matthew
- In:
The journal of operational risk
6
(
2011
)
4
,
pp. 21-57
Persistent link: https://www.econbiz.de/10009422505
Saved in:
38
An efficient threshold choice for the computation of operational risk capital
Guégan, Dominique
;
Hassani, Bertrand K.
;
Naud, Cédric
- In:
The journal of operational risk
6
(
2011/12
)
4
,
pp. 3-19
Persistent link: https://www.econbiz.de/10009422506
Saved in:
39
A modified Panjer algorithm for operational risk capital calculations
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
The journal of operational risk
4
(
2009/10
)
4
,
pp. 53-72
Persistent link: https://www.econbiz.de/10003930046
Saved in:
40
Estimating the lognormal-gamma model of operational risk using the Markov chain Monte Carlo method
Ergashev, Bakhodir
- In:
The journal of operational risk
4
(
2009/10
)
1
,
pp. 35-57
Persistent link: https://www.econbiz.de/10003848811
Saved in:
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