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Operational Risk; The Sting is Still in the Tail But the Poison Dependson the Dose

Jobst, Andreas - International Monetary Fund (IMF) - 2007

This paper investigates the generalized parametric measurement methods of aggregate operational risk in compliance with the regulatory capital standards for operational risk in the New Basel Capital Accord ("Basel II"). Operational risk is commonly defined as the risk of loss resulting from...

Persistent link: https://www.econbiz.de/10005768778

Mixtures of Tail in Clustered Automobile Collusion Claims.

Kalb, G.R.J.; Kofman, P.; Vorst, C.F. - Econometrisch Instituut, Faculteit der Economische … - 1995

Persistent link: https://www.econbiz.de/10005775814

A SURVEY OF ALGORITHMS FOR THE GENERALIZED ASSIGNMENT PROBLEM.

CATTERYSSE, D.G.; VAN WASSENHOVE, L.N. - Econometrisch Instituut, Faculteit der Economische … - 1990

Persistent link: https://www.econbiz.de/10005775837

An Efficient Algorithm to Check Whether O Belongs to the Convex Hull of Finite Number of Lp-Circles.

Fidrich, M.; Frenk, J.B.G.; Gromicho, J.; Zhang, S. - SOM Research Institute, Faculteit Economie en Bedrijfskunde - 1991

Persistent link: https://www.econbiz.de/10005776402

The Convergence Property of IRI-IMAI's Algorithm for Some Smooth Convex Programming Problems.

Zhang, S. - SOM Research Institute, Faculteit Economie en Bedrijfskunde - 1992

Persistent link: https://www.econbiz.de/10005776418

A Parallel Block Cholesky Factorization for Staircase Linear Programming Problems.

Loute, E.; Vial, J.P. - Center for Operations Research and Econometrics (CORE), … - 1992

Persistent link: https://www.econbiz.de/10005669269

Algorithms and Programs for Bounded-Influence Estimates in Discrete Generalized Linear Models.

Marazzi, A.; Randriamiharisoa, A.; Van Melle, G. - Associazione Bancaria Ticinese - Centro di Studi Bancari - 1991

Persistent link: https://www.econbiz.de/10005669898

INERTIA, RISK SPREADING, AND THE ARROW-LIND THEOREM.

HONG, C.S.; HERK, L.F. - California Irvine - School of Social Sciences - 1990

Persistent link: https://www.econbiz.de/10005671585

Convergence in International Output.

Bernard, A.B.; Durlauf, S.N. - Economics Department, Massachusetts Institute of … - 1993

Persistent link: https://www.econbiz.de/10005574456

A Representation Theorem for Domains with Discrete and Continuous Variables.

Blackorby, C.; Bossert, W.; Donaldson, D. - Centre Interuniversitaire de Recherche en Économie … - 2001

This paper prouves a new representation theorem for domains with both discrete and continuous variables.

Persistent link: https://www.econbiz.de/10005729607