Pages that link to "Item:Q5505900"
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The following pages link to The Quantitative Modeling of Operational Risk: Between G-and-H and EVT (Q5505900):
Displaying 30 items.
- Modeling the yearly value-at-risk for operational risk in Chinese commercial banks (Q433617) (← links)
- Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method (Q488944) (← links)
- Practices and issues in operational risk modeling under Basel II (Q647154) (← links)
- Risk concentration and diversification: second-order properties (Q659264) (← links)
- Penalized likelihood estimators for truncated data (Q710793) (← links)
- A discussion on mean excess plots (Q983173) (← links)
- Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
- Efficient maximum approximated likelihood inference for Tukey's \(g\)-and-\(h\) distribution (Q1663194) (← links)
- Multivariate time-varying \(G\)-\(H\) copula GARCH model and its application in the financial market risk measurement (Q1665236) (← links)
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (Q1762046) (← links)
- Subadditivity of value-at-risk for Bernoulli random variables (Q2018624) (← links)
- The truncated g-and-h distribution: estimation and application to loss modeling (Q2095714) (← links)
- Multivariate density estimation using dimension reducing information and tail flattening trans\-formations (Q2276209) (← links)
- A nonparametric operational risk modeling approach based on Cornish-Fisher expansion (Q2321520) (← links)
- Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← links)
- Second-order expansions of the risk concentration based on CTE (Q2445358) (← links)
- Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach (Q2667022) (← links)
- Conditional Tail Moments of the Exponential Family and Its Related Distributions (Q3088974) (← links)
- Implementing loss distribution approach for operational risk (Q3103153) (← links)
- EVT-based estimation of risk capital and convergence of high quantiles (Q3535649) (← links)
- Bounded Relative Error Importance Sampling and Rare Event Simulation (Q3569722) (← links)
- Revisiting the Edge, Ten Years On (Q3585268) (← links)
- USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK (Q4563776) (← links)
- THE FULL TAILS GAMMA DISTRIBUTION APPLIED TO MODEL EXTREME VALUES (Q4563818) (← links)
- Estimating large losses in insurance analytics and operational risk using the g-and-h distribution (Q5014251) (← links)
- Parameter estimation of Tukey-type distributions: A comparative analysis (Q5082585) (← links)
- A simple approach to the estimation of Tukey's gh distribution (Q5221530) (← links)
- A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS (Q5305102) (← links)
- THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT (Q5357513) (← links)
