Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (Q1762046): Difference between revisions

@@ Property / DOI @@
-.1016/j.cor.2010.10.001
@@ Property / DOI: 10.1016/j.cor.2010.10.001 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cor.2010.10.001
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+W138391645
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@@ Property / cites work @@
+Operational Risk
@@ Property / cites work: Operational Risk / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Modelling operational risk losses with graphical models and copula functions
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+Q4679848
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+Q4343010
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+The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
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+A Brief History of Generative Models for Power Law and Lognormal Distributions
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+Numerical maximum likelihood estimation for the \(g\)-and-\(k\) and generalized \(g\)-and-\(h\) distributions
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+The jackknife and the bootstrap for general stationary observations
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+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
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@@ Property / DOI @@
+.1016/J.COR.2010.10.001
@@ Property / DOI: 10.1016/J.COR.2010.10.001 / rank @@
+Normal rank