The dynamics of operational loss clustering

Journal of Banking and Finance

Volumn 32, Issue 12, 2008, Pages 2655-2666

  Chernobai, Anna ^a   Yildirim, Yildiray ^a  

^a SYRACUSE UNIVERSITY   (United States)

Author keywords

Aggregate loss; Basel II; Cox process; Operational risk; Shot noise

Indexed keywords

EID: 55149111604     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2008.06.001     Document Type: Article

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