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Cited by

• 2006Applying robust methods to operational risk modeling66 cited
• 2009Implementing loss distribution approach for operational risk41 cited
• 2009Dynamic operational risk: modeling dependence and combining different sources of information38 cited
• 2007Addressing the impact of data truncation and parameter uncertainty on operational risk estimates36 cited
• 2004Cyclicality in Catastrophic and Operational Risk Measurements34 cited
• 2010Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses?28 cited
• 2012CVaR measurement and operational risk management in commercial banks according to the peak value method of extreme value theory24 cited
• 2009Formalizing process-based risk with Value-Focused Process Engineering23 cited
• 2013Operational risk escalation: An empirical analysis of UK call centres15 cited
• 2009The Structural Modelling of Operational Risk via Bayesian inference: Combining Loss Data with Expert Opinions14 cited
• 2009Modeling Operational Risk Based on Multiple Experts' Opinions8 cited