Quantification of Operational Risk: A Scenario-Based Approach

DOI10.1080/10920277.2016.1176581zbMath1414.91156OpenAlexW2345982340MaRDI QIDQ5379191

Zeinab Amin

Publication date: 28 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2016.1176581

zbMATH Keywords

loss distributionoperational risk assessment

Mathematics Subject Classification ID

Related Items (1)

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Cites Work

• Unnamed Item
• Aggregation of expert opinions
• Operational Risk Modelling and Management
• Financial Enterprise Risk Management
• Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk
• Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas
• CreditRisk⁺Model with Dependent Risk Factors
• Copula Models for Aggregating Expert Opinions
• Evolutionary Multi-Criterion Optimization
• Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation
• Loss Models

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