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The journal of operational risk
Journal of banking & finance
19
Insurance / Mathematics & economics
18
Journal of accounting & economics
18
Journal of risk and uncertainty : JRU
18
Journal of economic behavior & organization : JEBO
17
Discussion paper
16
NBER working paper series
16
NBER Working Paper
14
Working paper / National Bureau of Economic Research, Inc.
14
CESifo working papers
13
Economics letters
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
The accounting review : a publication of the American Accounting Association
13
The journal of risk model validation
12
Discussion paper / Centre for Economic Policy Research
11
Discussion paper series / IZA
11
Finance research letters
11
The journal of credit risk : published quarterly by Incisive Media
10
The review of financial studies
10
Disskussionsbeitrag / Arqus, Arbeitskreis Quantitative Steuerlehre
9
Journal of Risk Finance
9
Review of accounting studies
9
Economic modelling
8
European journal of operational research : EJOR
8
International review of financial analysis
8
Risks : open access journal
8
The journal of the American Taxation Association : a publ. of the Tax Section of the American Accounting Association
8
Theory and decision : an international journal for multidisciplinary advances in decision science
8
Journal of accounting research
7
Journal of behavioral decision making
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Review of quantitative finance and accounting
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Working paper
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6
CESifo Working Paper Series
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Europäische Hochschulschriften / 5
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Journal of economic psychology : research in economic psychology and behavioral economics
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Journal of risk management in financial institutions
6
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ECONIS (ZBW)
46
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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
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco
;
Hambuckers, Julien
- In:
The journal of operational risk
17
(
2022
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10014546257
Saved in:
3
Correlations in operational risk stress testing : use and abuse
Mitic, Peter
- In:
The journal of operational risk
17
(
2022
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014546262
Saved in:
4
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:
5
Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses
Mo, Jianming
;
Gao, Xiang
- In:
The journal of operational risk
15
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013177332
Saved in:
6
Does the source of information influence depositors' withdrawal intentions during operational events?
Ferreira, Suné
;
Dickason Koekemoer, Zandri
- In:
The journal of operational risk
15
(
2020
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012497128
Saved in:
7
Operational risk measurement : a loss distribution approach with segmented dependence
Zhu, Xiaoqian
;
Wang, Yinghui
;
Li, Jianping
- In:
The journal of operational risk
14
(
2019
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10012052383
Saved in:
8
Estimation of losses due to cyber risk for financial institutions
Bouveret, Antoine
- In:
The journal of operational risk
14
(
2019
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012052398
Saved in:
9
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:
10
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:
11
An investigation of cyber loss data and its links to operational risk
Cohen, Ruben D.
;
Humphries, Jonathan
;
Veau, Sabrina
; …
- In:
The journal of operational risk
14
(
2019
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012132742
Saved in:
12
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:
13
Operational risk measurement beyond the loss distribution approach : an exposure-based methodology
Einemann, Michael
;
Fritscher, Joerg
;
Kalkbrener, Michael
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011895031
Saved in:
14
An operational risk capital model based on the loss distribution approach
Cohen, Ruben D.
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10011895047
Saved in:
15
Modeling very large losses
Gzyl, Henryk
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10011895066
Saved in:
16
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:
17
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:
18
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:
19
A maximum entropy approach to the loss data aggregation problem
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
The journal of operational risk
11
(
2016
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011518211
Saved in:
20
An assessment of operational loss data and its implications for risk capital modeling
Cohen, Ruben D.
- In:
The journal of operational risk
11
(
2016
)
3
,
pp. 71-95
Persistent link: https://www.econbiz.de/10013177162
Saved in:
21
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:
22
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:
23
A simulation comparison of aggregation periods for estimating correlations within operational loss data
Panman, K.
;
Haasbroek, L. J.
;
Pieters, W. D.
- In:
The journal of operational risk
11
(
2016
)
2
,
pp. 69-86
Persistent link: https://www.econbiz.de/10011600244
Saved in:
24
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:
25
Application of the convolution operator for scenario integration with loss data in operational risk modeling
Aroda, Pavan
;
Guergachi, Aziz
;
Huang, Huaxiong
- In:
The journal of operational risk
10
(
2015
)
4
,
pp. 23-44
Persistent link: https://www.econbiz.de/10011442585
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
Disentangling frequency models
Gomes, Erika
;
Gzyl, Henryk
- In:
The journal of operational risk
9
(
2014
)
2
,
pp. 3-21
Persistent link: https://www.econbiz.de/10010387879
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
Measuring risk with ordinal variables
Figini, Silvia
;
Giudici, Paolo
- In:
The journal of operational risk
8
(
2013
)
2
,
pp. 35-43
Persistent link: https://www.econbiz.de/10009774216
Saved in:
31
Adding prior knowledge to quantitative operational risk models
Bolancé, Catalina
;
Guillén, Montserrat
;
Gustafsson, Jim
; …
- In:
The journal of operational risk
8
(
2013
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10010256991
Saved in:
32
A comparison of numerical approaches to determine the severity of losses
Gzyl, Henryk
;
Novi-Inverardi, Pier Luigi
;
Tagliani, Aldo
- In:
The journal of operational risk
8
(
2013
)
1
,
pp. 3-15
Persistent link: https://www.econbiz.de/10010256992
Saved in:
33
Using a time series approach to correct serial correlation in operational risk capital calculation
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
The journal of operational risk
8
(
2013
)
3
,
pp. 31-56
Persistent link: https://www.econbiz.de/10010248377
Saved in:
34
Effects of the financial crisis on banking operational losses
Cope, Eric W.
;
Carrivick, Luke
- In:
The journal of operational risk
8
(
2013
)
3
,
pp. 3-29
Persistent link: https://www.econbiz.de/10010248379
Saved in:
35
Modeling dependence of operational loss frequencies
Brechmann, Eike Christian
;
Czado, Claudia
;
Paterlini, Sandra
- In:
The journal of operational risk
8
(
2013/14
)
4
,
pp. 105-126
Persistent link: https://www.econbiz.de/10010388208
Saved in:
36
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:
37
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:
38
How much should creditors worry about operational risk? : the credit default swap spread reaction to operational risk events
Sturm, Philipp
- In:
The journal of operational risk
8
(
2013/14
)
4
,
pp. 3-25
Persistent link: https://www.econbiz.de/10010388215
Saved in:
39
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:
40
Combining scenario analysis with loss data in operational risk quantification
Cope, Eric W.
- In:
The journal of operational risk
7
(
2012
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10009539322
Saved in:
41
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:
42
Determing the total loss distribution from the moments of the exponential pf the compound loss
Gzyl, Hendryk
- In:
The journal of operational risk
6
(
2011
)
3
,
pp. 3-13
Persistent link: https://www.econbiz.de/10009374124
Saved in:
43
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:
44
Modelling operational loss severity distributions from consortium data
Cope, Eric W.
- In:
The journal of operational risk
5
(
2010/11
)
4
,
pp. 35-64
Persistent link: https://www.econbiz.de/10008823251
Saved in:
45
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:
46
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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