| Cyber risk management: an actuarial point of view |
3 |
| Bridging networks, systems and controls frameworks for cybersecurity curriculums and standards development |
1 |
| An operational risk capital model based on the loss distribution approach |
1 |
| An investigation of cyber loss data and its links to operational risk |
1 |
| Estimation of losses due to cyber risk for financial institutions |
1 |
| Operational risk measurement: a loss distribution approach with segmented dependence |
1 |
| Applying existing scenario techniques to the quantification of emerging operational risks |
1 |
| Measuring expected shortfall under semi-parametric expected shortfall approaches: a case study of selected Southern European/Mediterranean countries |
0 |
| Estimation of value-at-risk for conduct risk losses using pseudo-marginal Markov chain Monte Carlo |
0 |
| On the selection of loss severity distributions to model operational risk |
0 |
| The use of business intelligence and predictive analytics in detecting and managing occupational fraud in Nigerian banks |
0 |
| Introducing a novel system-of-systems axiomatic risk management technique for production systems |
0 |
| An alternative approach for the operational risk assessment of a new product |
0 |
| Maximum likelihood estimation error and operational value-at-risk stability |
0 |
| The operational risk disclosure practices of banks: evidence from India and Romania |
0 |
| Quantification of operational risk: statistical insights on coherent risk measures |
0 |
| Sample dependence of risk premiums |
0 |
| The impact of enterprise risk management on the performance of companies in transition countries: Serbia case study |
0 |
| Predictive fraud analytics: B-tests |
0 |
| A review of the state of the art in quantifying operational risk |
0 |
| Global perspectives on operational risk management and practice: a survey by the Institute of Operational Risk (IOR) and the Center for Financial Professionals (CeFPro) |
0 |
| Is operational risk regulation forward looking and sensitive to current risks? |
0 |
| Tail dependence in small samples: from theory to practice |
0 |
| Shapley allocation, diversification and services in operational risk |
0 |
| Modeling catastrophic operational risk using a compound Neyman-Scott clustering model |
0 |
| Modeling very large losses |
0 |
| Distortion risk measures for nonnegative multivariate risks |
0 |
| Operational risk measurement beyond the loss distribution approach: an exposure-based methodology |
0 |
| Risk monitoring through better knowledge-based risk processes |
0 |
| Modeling operational risk depending on covariates: an empirical investigation |
0 |
| Operational risk: a forgotten case study |
0 |
| Forward-looking and incentive-compatible operational risk capital framework |
0 |
