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Fat tails, expected shortfall and the Monte Carlo method : a note
Brunner, Michael; Piacenza, Fabio; Monti, Fabio; … - In: The journal of operational risk 4 (2009/10) 1, pp. 81-88
Persistent link: https://www.econbiz.de/10009911426
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Fat tails, expected shortfall and the Monte Carlo method : a note
Brunner, Michael; Piacenza, Fabio; Monti, Fabio; … - In: The journal of operational risk 4 (2009/10) 1, pp. 81-88
Persistent link: https://www.econbiz.de/10003848819
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A text analysis of operational risk loss descriptions
Di Vincenzo, Davide; Greselin, Francesca; Piacenza, Fabio; … - In: The journal of operational risk 18 (2023) 3, pp. 63-90
Persistent link: https://www.econbiz.de/10014490161
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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
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Standardized measurement approach extension to integrate insurance deduction into operational risk capital requirement
Piacenza, Fabio; Belloni, Claudia - In: The journal of operational risk 12 (2017) 4, pp. 31-49
Persistent link: https://www.econbiz.de/10013177181