A copula-based data augmentation strategy for the sensitivity analysis of extreme operational losses.
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- Quantitative Finance, 2025, v. 25, n. 5, p. 841, doi. 10.1080/14697688.2025.2487103
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Works matching DE "UNICREDIT Bank AG"
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Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach.
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- Journal of Applied Econometrics, 2018, v. 33, n. 6, p. 898, doi. 10.1002/jae.2638
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- Article
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Home country advantage? The influence of Italian, German and Austrian employee representatives in the UniCredit European Works Council.
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- European Journal of Industrial Relations, 2016, v. 22, n. 2, p. 115, doi. 10.1177/0959680115602357
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4
A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models.
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- Quantitative Finance, 2018, v. 18, n. 10, p. 1679, doi. 10.1080/14697688.2017.1417625
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- Article