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Quantification of Operational Risk: A Scenario-Based Approach
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Quantification of Operational Risk: A Scenario-Based Approach (2016)Quantification of Operational Risk: A Sce…Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach (2013)Scenario Analysis in the Meas…Corporate Value of Enterprise Risk Management (2012)Corporate Value of Enterprise…Modelling Operational Risk Using Bayesian Inference (2011)Modelling Operational Risk Us…Financial Enterprise Risk Management (2011)Financial Enterprise Risk Man…Operational Risk Management (2010)Operational Risk ManagementOperations management. (2009)Operations management.Loss Models (2008)Loss ModelsAggregation of expert opinions (2008)Aggregation of expert opinionsThe Role of Scenario Planning in Exploring the Environment in View of the Limitations of PEST and Its Derivatives (2006)The Role of Scenario Planning…The essentials of risk management (2005)The essentials of risk manage…A General Approach to Integrated Risk Management with Skewed, Fat-tailed Risks* (2004)A General Approach to Integra…Loss Models: From Data to Decisions (1999)Loss Models: From Data to Dec…Correlation: Pitfalls and Alternatives (1999)Correlation: Pitfalls and Alt…Coherent Measures of Risk (1999)Coherent Measures of RiskCopula Models for Aggregating Expert Opinions (1996)Copula Models for Aggregating…Calibration and the Aggregation of Probabilities (1986)Calibration and the Aggregati…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Stable Paretian Models in Finance (2000)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Model uncertainty and VaR aggregation (2013)An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates (2015)Copula approaches for modeling cross-sectional dependence of data breach losses (2018)The Social Construction of Reality: A Treatise in the Sociology of Knowledge. (1967)The social psychology of organizing (1969)External Control of Organizations: Resource Dependence Perspective (2011)Augmenting the intuitive logics scenario planning method for a more comprehensive analysis of causation (2016)Scenario-driven roadmapping for technology foresight (2017)Organizational Behavior in Megaprojects: Integrative Review and Directions for Future Research (2019)A NEW MEASURE OF RANK CORRELATION (1938)Combining forecasts: A review and annotated bibliography (1990)Making Hard Decisions, an Introduction to Decision Analysis (1992)Correlations and Copulas for Decision and Risk Analysis (1999)Constructing Probability Boxes and Dempster-Shafer Structures (2003)Goodness-of-fit tests for copulas: A review and a power study (2007)An Overview of Value at Risk (1997)Modelling Extremal Events (1997)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Theory of rational option pricing (2005)Lectures on Stochastic Programming (2009)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)An Introduction to Copulas (1999)Risk Assessment for Banking Systems (2006)A review of copula models for economic time series (2012)Pitfalls in Tests for Changes in Correlations (1997)Measuring Market Risk (2005)Measuring financial contagion: A Copula approach (2007)The Subprime Credit Crisis of 2007 (2008)Basel Committee On Banking Supervision (2010)Determinants of Default in P2P Lending (2015)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)A hub-and-spoke model for multi-dimensional integration of green marketing and sustainable supply chain management (2012)Consumers’ values and behaviour in the Brazilian coffee-in-capsules market: promoting circular economy (2019)Inventory Management and Performance of SMEs in the Manufacturing Sector of Harare (2019)Loss Distribution Approach for Operational Risk (2007)Securitization, Insurance, and Reinsurance (2009)Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions (2010)
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 1999Loss Models: From Data to Decisions1,247 cited
  • 2004A General Approach to Integrated Risk Management with Skewed, Fat-tailed Risks*351 cited
  • 2005The essentials of risk management350 cited
  • 1999Correlation: Pitfalls and Alternatives309 cited
  • 2009Operations management.268 cited
  • 2008Loss Models232 cited
  • 1996Copula Models for Aggregating Expert Opinions154 cited
  • 2006The Role of Scenario Planning in Exploring the Environment in View of the Limitations of PEST and Its Derivatives114 cited
  • 2011Modelling Operational Risk Using Bayesian Inference95 cited
  • 2008Aggregation of expert opinions58 cited
  • 2010Operational Risk Management57 cited
  • 2011Financial Enterprise Risk Management57 cited
  • 2013Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach48 cited
  • 2012Corporate Value of Enterprise Risk Management47 cited
  • 1986Calibration and the Aggregation of Probabilities42 cited

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