Robust estimation of operational risk
Horbenko, Nataliya, Ruckdeschel, Peter, Bae, Taehan
Published in Journal of operational risk (01.06.2011)
Published in Journal of operational risk (01.06.2011)
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Journal Article
LETTER FROM THE GUEST EDITORS
Kaiser, Thomas, Ruckdeschel, Peter, Horbenko, Nataliya
Published in Journal of operational risk (01.12.2013)
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Published in Journal of operational risk (01.12.2013)
Journal Article
Yet another breakdown point notion: EFSBP - illustrated at scale-shape models
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Paper
Journal Article
Robust Estimators in Generalized Pareto Models
Ruckdeschel, Peter, Horbenko, Nataliya
Published in IDEAS Working Paper Series from RePEc (01.01.2010)
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Published in IDEAS Working Paper Series from RePEc (01.01.2010)
Paper
Robust Estimation of Operational Risk
Horbenko, Nataliya, Ruckdeschel, Peter, Bae, Taehan
Published in IDEAS Working Paper Series from RePEc (01.01.2010)
Get full text
Published in IDEAS Working Paper Series from RePEc (01.01.2010)
Paper