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Operational Risk
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Operational Risk (2006)Operational RiskUpdating the FMEA Approach with Mitigation Assessment Capabilities—A Case Study of Aircraft Maintenance Repairs (2022)Updating the FMEA Approach wi…Quantifying supply chain disruption: a recovery time equivalent value at risk approach (2021)Quantifying supply chain disr…Improving Operational Risk Management Using Business Performance Management Technologies (2018)Improving Operational Risk Ma…An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates (2015)An Extreme Value Approach for…Nonparametric Identification of Copula Structures (2013)Nonparametric Identification …Implementing loss distribution approach for operational risk (2009)Implementing loss distributio…A Guide to the Dagum Distributions (2008)A Guide to the Dagum Distribu…The Quantitative Modeling of Operational Risk: Between G-and-H and EVT (2007)The Quantitative Modeling of …The Quantitative Modeling of Operational Risk: Between G-and-H and EVT (2007)The Quantitative Modeling of …Methods of Measuring the Concentration of Wealth (1905)Cours d'économie politique (1964)On the measurement of inequality (1970)Empirical modeling of the impact factor distribution (2014)Modelling Extremal Events (1997)An Introduction to Copulas (1999)Coherent Measures of Risk (1999)Extreme Values, Regular Variation and Point Processes (1987)Modelling of extremal events in insurance and finance (1994)The quantification of operational risk using internal data, relevant external data and expert opinion (2007)Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness (2008)A discussion on mean excess plots (2010)Copula Methods in Finance (2004)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)An Introduction to Statistical Modeling of Extreme Values (2001)Statistics and Quantitative Risk Management for Banking and Insurance (2014)Data breaches: Goodness of fit, pricing, and risk measurement (2017)Cyber claim analysis using Generalized Pareto regression trees with applications to insurance (2021)the delphi method: techniques and applications (1975)The balanced scorecard : measures that drive performance (1992)Design Science in Information Systems Research1 (2004)An Internal Control System that Includes Corporate Social Responsibility for Social Sustainability in the New Era (2018)Value At Risk: The New Benchmark for Managing Financial Risk (2000)Perspectives in supply chain risk management (2006)From R&D to Innovation and Economic Growth in the EU (2004)Fuzzy failure modes and effects analysis by using fuzzy TOPSIS-based fuzzy AHP (2011)Risk evaluation approaches in failure mode and effects analysis: A literature review (2012)Risk concentration and diversification: Second-order properties (2010)Operational Risk - Scenario Analysis (2011)
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Cited by

  • 2008A Guide to the Dagum Distributions139 cited
  • 2015An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates129 cited
  • 2007The Quantitative Modeling of Operational Risk: Between G-and-H and EVT125 cited
  • 2007The Quantitative Modeling of Operational Risk: Between G-and-H and EVT71 cited
  • 2009Implementing loss distribution approach for operational risk41 cited
  • 2018Improving Operational Risk Management Using Business Performance Management Technologies33 cited
  • 2021Quantifying supply chain disruption: a recovery time equivalent value at risk approach33 cited
  • 2013Nonparametric Identification of Copula Structures24 cited
  • 2022Updating the FMEA Approach with Mitigation Assessment Capabilities—A Case Study of Aircraft Maintenance Repairs10 cited

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