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Quantitative models for operational risk : extremes, dependence and aggregation
Chavez-Demoulin, V.; Embrechts, Paul; Nešlehová, Johanna - In: Journal of banking & finance 30 (2006) 10, pp. 2635-2658
Persistent link: https://www.econbiz.de/10003376395
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Scenario-based risk evaluation
Wang, Ruodu; Ziegel, Johanna - In: Finance and stochastics 25 (2021) 4, pp. 725-756
Persistent link: https://www.econbiz.de/10012665201