Truncated lognormals as a power-law mimic in operational risk

von Torresetti, Roberto
Veröffentlicht in The journal of operational risk (2015)

A comparison of alternative mixing models for external data in operational risk

von Torresetti, Roberto
Veröffentlicht in The journal of operational risk (2015)

Risk-neutral versus objective loss distribution and CDO tranche valuation

von Torresetti, Roberto
Veröffentlicht in Journal of risk management in financial institutions (2009)

Cluster-based extension of the generalized poisson loss dynamics and consistency with single names

von Brigo, Damiano
Veröffentlicht in International journal of theoretical and applied finance (2007)

Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models

von Brigo, Damiano
Veröffentlicht 2010

Credit models and the crisis : default cluster dynamics and the generalized Poisson loss model

von Brigo, Damiano
Veröffentlicht in The journal of credit risk (2010)

Credit models and the crisis : an overview

von Brigo, Damiano
Veröffentlicht in Journal of risk management in financial institutions (2011)