Narrow search
Showing 1 - 10 of 185
Cover Image
Random matrix theory applied to correlations in operational risk
Crénin, François; Cressey, David; Lavaud, Sophie; Xu, … - In: The journal of operational risk 10 (2015) 4, pp. 45-71
Persistent link: https://www.econbiz.de/10011442600
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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