References

• 2004A General Approach to Integrated Risk Management with Skewed, Fat-tailed Risks*351 cited
• 2002Modeling, Measuring and Hedging Operational Risk281 cited
• 2006A Tale of Tails: An Empirical Analysis of Loss Distribution Models for Estimating Operational Risk Capital269 cited
• 2006Quantitative models for operational risk: Extremes, dependence and aggregation265 cited
• 2004The Modelling of Operational Risk: Experience with the Analysis of the Data Collected by the Basel Committee251 cited
• 2006The market value impact of operational loss events for US banks and insurers247 cited
• 2007Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis201 cited
• 2003Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity198 cited
• 2007The limits of diversification when losses may be large166 cited
• 1995Explosive Poisson Shot Noise Processes with Applications to Risk Reserves146 cited
• 2006Capital and Risk: New Evidence on Implications of Large Operational Losses134 cited
• 2005Measuring Reputational Risk: The Market Reaction to Operational Loss Announcements120 cited
• 2006Cyclicality in catastrophic and operational risk measurements118 cited
• 2004A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk