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• 2015An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates129 cited
• 2008Panjer recursion versus FFT for compound distributions94 cited
• 2017Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions62 cited
• 2007Operational Risk: A Survey60 cited
• 2013Flexible dependence modeling of operational risk losses and its impact on total capital requirements58 cited
• 2016Operational Risk Management in Financial Institutions: A Literature Review46 cited
• 2009Implementing loss distribution approach for operational risk41 cited
• 2009Dynamic operational risk: modeling dependence and combining different sources of information38 cited
• 2018Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach31 cited
• 2010Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses?28 cited
• 2009A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS27 cited
• 2010A review of the key issues in operational risk capital modeling25 cited
• 2015Operational risk, the legal system and governance indicators: a country-level analysis