Managing operational risk : methodology and prospects

von Temnov, Grigory
Veröffentlicht in Mathematical control theory and finance (2008)

A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation

von Grandits, Peter
Veröffentlicht in Finance and stochastics (2010)

New ways of modeling loan-to-income distributions and their evolution in time : a probability copula approach

von Gerth, Florian
Veröffentlicht in International review of economics & finance (2021)

Modeling operational risk data reported above a time-varying threshold

von Shevchenko, Pavel V.
Veröffentlicht in The journal of operational risk (2009)

On the impact of hidden trends for a compound poisson model with pareto-type claims

von Grandits, Peter
Veröffentlicht in International journal of theoretical and applied finance (2010)