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The Structural Modelling of Operational Risk via Bayesian inference: Combining Loss Data with Expert Opinions
5 references·0 citing·21 second hop
The Structural Modelling of Operational Risk via Bayesian inference: Combining Loss Data with Expert Opinions (2009)The Structural Modelling of Operational R…Quantitative models for operational risk: Extremes, dependence and aggregation (2006)Quantitative models for opera…Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management:…Operational Risk Modelling and Analysis: Theory and Practice (2004)Operational Risk Modelling an…Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (2003)Common Poisson Shock Models: …Loss Models: From Data to Decisions (1999)Loss Models: From Data to Dec…An Introduction to Copulas (1999)Coherent Measures of Risk (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Pair-copula constructions of multiple dependence (2007)Quantitative Risk Management (2011)Multivariate Archimax copulas (2014)An Introduction to Statistical Modeling of Extreme Values (2001)Characterization of dependence of multidimensional Lévy processes using Lévy copulas (2006)Infinite-mean models and the LDA for operational risk (2006)What do we know about cyber risk and cyber risk insurance? (2016)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Modelling Dependence with Copulas and Applications to Risk Management (2003)The structural modeling of operational risk via Bayesian inference: combining loss data with expert opinions (2006)Hierarchical Insurance Claims Modeling (2008)Understanding Relationships Using Copulas (1998)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Applying robust methods to operational risk modeling (2006)Dynamic operational risk: modeling dependence and combining different sources of information (2009)Implementing loss distribution approach for operational risk (2009)
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References

  • 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,208 cited
  • 1999Loss Models: From Data to Decisions1,247 cited
  • 2006Quantitative models for operational risk: Extremes, dependence and aggregation265 cited
  • 2003Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling216 cited
  • 2004Operational Risk Modelling and Analysis: Theory and Practice53 cited

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