The following pages link to (Q3117174):
Displaying 3 items.
- CVaR measurement and operational risk management in commercial banks according to the peak value method of extreme value theory (Q462734) (← links)
- Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (Q1762046) (← links)
- Non-parametric estimation of operational risk losses adjusted for under-reporting (Q3608230) (← links)