Pages that link to "Item:Q3653519"
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The following pages link to Asymptotics for Operational Risk Quantified with Expected Shortfall (Q3653519):
Displaying 8 items.
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method (Q488944) (← 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)
- Lévy Copulas: Review of Recent Results (Q2956050) (← 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)
- Utility of classical insurance risk models for measuring the risks of cyber incidents (Q6670101) (← links)