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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
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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
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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
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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
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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
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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
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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
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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
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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
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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