Showing results 1 to 7 of 7
Title | Author(s) | Issue Date | Views | |
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Statistics and quantitative risk management for banking and insurance Journal:Annual Review of Statistics and Its Application | 2014 | |||
Statistical inference for copulas in high dimensions: A simulation study Journal:ASTIN Bulletin | 2013 | |||
Practices and issues in operational risk modeling under Basel II Journal:Lithuanian Mathematical Journal | 2011 | |||
2011 | ||||
Bernoulli and tail-dependence compatibility Journal:Annals of Applied Probability | 2016 | |||
An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates Journal:Journal of Risk and Insurance | 2016 | |||
A note on generalized inverses Journal:Mathematical Methods of Operations Research | 2013 |