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Operational risk : A Basel II+...
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Measurement
Risikomaß
271
Risk measure
270
risk measures
229
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221
Theorie
213
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212
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210
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209
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Operational risk
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vine copula
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154
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Righi, Marcelo Brutti
13
Munari, Cosimo-Andrea
10
Denuit, Michel
6
Koch Medina, Pablo
6
Pichler, Alois
6
Müller, Fernanda Maria
5
Amarante, Massimiliano
4
Gao, Niushan
4
Pesenti, Silvana M.
4
Wang, Ruodu
4
Bernardi, Mauro
3
Breuer, Thomas
3
Cheung, Ka Chun
3
Dhaene, Jan
3
Farkas, Walter
3
Hellmann, Tobias
3
Moresco, Marlon Ruoso
3
Riedel, Frank
3
Schlotter, Ruben
3
Tsanakas, Andreas
3
Bücher, Axel
2
Ceretta, Paulo Sergio
2
El Qalli, Yassine
2
Embrechts, Paul
2
Feng, Runhuan
2
Ferrara, Laurent
2
Francq, Christian
2
Guégan, Dominique
2
Hassani, Bertrand
2
Leung, Denny H.
2
Maruotti, Antonello
2
Millossovich, Pietro
2
Munari, Cosimo
2
Möller, Philipp M.
2
Petrella, Lea
2
Pflug, Georg
2
Posch, Peter N.
2
Ren, Jiandong
2
Said, Khalil
2
Schmidtke, Philipp
2
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Insurance / Mathematics & economics
16
Mathematics of operations research
7
Risks : open access journal
7
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6
European journal of operational research : EJOR
5
Finance and stochastics
4
Mathematics and financial economics
4
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4
Scandinavian actuarial journal
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Research paper series / Swiss Finance Institute
3
INFORMS journal on computing : JOC
2
International journal of theoretical and applied finance
2
Journal of risk finance : the convergence of financial products and insurance
2
Mathematical methods of operations research : ZOR
2
Operations research letters
2
Risk management : a journal of risk, crisis and disaster
2
Swiss Finance Institute Research Paper
2
ASTIN bulletin : the journal of the International Actuarial Association
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1
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1
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1
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1
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1
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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1
Cogent business & management
1
Contemporary economics
1
Czech economic review : acta Universitatis Carolinae oeconomica
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Department of Business and Management Science
1
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ECONIS (ZBW)
154
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1
System risk of Spanish listed banks : a vine copula CoVaR approach
Reboredo, Juan Carlos
;
Ugolini, Andrea
- In:
Spanish journal of finance and accounting
45
(
2016
)
169
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011669823
Saved in:
2
Measuring systemic risk using vine-copula
Pourkhanali, Armin
;
Kim, Jong-Min
;
Tafakori, Laleh
; …
- In:
Economic modelling
53
(
2016
),
pp. 63-74
Persistent link: https://www.econbiz.de/10011640962
Saved in:
3
Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Liu, Yezheng
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
Saved in:
4
Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence
Chen, Zhang
;
Yang, Yu
;
Yun, Po
- In:
Finance research letters
32
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012430683
Saved in:
5
Risk measures-based cluster methods for finance
Guedes, Pablo Cristini
;
Müller, Fernanda Maria
;
Righi, …
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-56
Persistent link: https://www.econbiz.de/10013490814
Saved in:
6
Loss function-based change point detection in risk measures
Lazar, Emese
;
Wang, Shixuan
;
Xue, Xiaohan
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 415-431
Persistent link: https://www.econbiz.de/10014340186
Saved in:
7
Hidden semi-Markov models for rainfall-related insurance claims
Shi, Yue
;
Punzo, Antonio
;
Otneim, Håkon
;
Maruotti, …
-
2023
Persistent link: https://www.econbiz.de/10014431361
Saved in:
8
Optimal hedging with variational preferences under convex risk measures
Righi, Marcelo Brutti
- In:
Quantitative finance
24
(
2024
)
11
,
pp. 1703-1709
Persistent link: https://www.econbiz.de/10015196961
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9
Uniqueness of convex-ranged probabilities and applications to risk measures and games
Amarante, Massimiliano
;
Liebrich, Felix-Benedikt
; …
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 743-763
Persistent link: https://www.econbiz.de/10015211767
Saved in:
10
Modified expected shortfall : a new robust coherent risk measure
Jadhav, Deepak
;
Ramanathan, T. V.
;
Naik-Nimbalkar, Uttara
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10013262918
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