Showing results 1 to 9 of 9
| Title | Author(s) | Issue Date | |
|---|---|---|---|
A note on generalized inverses Journal:Mathematical Methods of Operations Research | 2013 | ||
An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates Journal:Journal of Risk and Insurance | 2016 | ||
Bernoulli and tail-dependence compatibility Journal:Annals of Applied Probability | 2016 | ||
| 2011 | |||
Practices and issues in operational risk modeling under Basel II Journal:Lithuanian Mathematical Journal | 2011 | ||
Risk measures and dependence modeling Book:Handbook of Insurance (Second edition) | 2013 | ||
| 1-Apr-2024 | |||
Statistical inference for copulas in high dimensions: A simulation study Journal:ASTIN Bulletin | 2013 | ||
Statistics and quantitative risk management for banking and insurance Journal:Annual Review of Statistics and Its Application | 2014 |