Publisher
Infopro Digital Services Limited
Subject
Economics and Econometrics,Finance,Business and International Management
Cited by
8 articles.
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1. A Credibility Framework for Extreme Value-at-Risk;Mathematics in Computer Science;2024-05-21
2. Credible value-at-risk;Journal of Operational Risk;2023
3. Direct Determination of Operational Value-at-Risk Using Descriptive Statistics;Intelligent Data Engineering and Automated Learning – IDEAL 2023;2023
4. A Framework for Analysis and Prediction of Operational Risk Stress;Mathematical and Computational Applications;2021-02-24
5. Incremental value-at-risk;The Journal of Risk Model Validation;2020-03