Modeling the yearly value-at-risk for operational risk in Chinese commercial banks (Q433617): Difference between revisions

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+https://doi.org/10.1016/j.matcom.2011.06.008
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@@ Property / cites work @@
+The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
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+The t Copula and Related Copulas
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+Q4343010
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+Bounds for functions of dependent risks
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+Q3368280
@@ Property / cites work: Q3368280 / rank @@
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+Portfolio Value-at-Risk with Heavy-Tailed Risk Factors
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+Functional correlation approach to operational risk in banking organizations
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+An introduction to copulas. Properties and applications
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+Operational Risk
@@ Property / cites work: Operational Risk / rank @@
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+A Bayesian approach to estimate the marginal loss distributions in operational risk management
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