Pages that link to "Item:Q3063851"
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The following pages link to Multivariate models for operational risk (Q3063851):
Displaying 25 items.
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
- Nonparametric estimation of operational value-at-risk (OpVaR) (Q343993) (← links)
- Bounds for randomly shared risk of heavy-tailed loss factors (Q347153) (← links)
- Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method (Q488944) (← links)
- The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
- A limit distribution of credit portfolio losses with low default probabilities (Q1681199) (← links)
- Measuring operational risk using a mean scaled individual risk model (Q1826792) (← links)
- Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
- Pareto Lévy measures and multivariate regular variation (Q2879909) (← links)
- Lévy Copulas: Review of Recent Results (Q2956050) (← links)
- Quantitative Operational Risk Models (Q3101811) (← links)
- (Q3117174) (← links)
- Backward simulation of multivariate mixed Poisson processes (Q3390358) (← links)
- Expected shortfall estimation for apparently infinite-mean models of operational risk (Q4554222) (← links)
- USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK (Q4563776) (← links)
- Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls (Q5144797) (← links)
- Operational risk quantified with spectral risk measures: a refined closed-form approximation (Q5234353) (← links)
- THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT (Q5357513) (← links)
- The Pareto Copula, Aggregation of Risks, and the Emperor's Socks (Q5459909) (← links)
- Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
- Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)
- Asymptotics for value at risk and conditional tail expectation of a portfolio loss (Q6579530) (← links)
