Operational Risk Measurement: A Nonparametric Approach Using Cornish-Fisher Expansion

2011 ◽  
Author(s):  
Jichuang Feng ◽  
Jianping Li ◽  
Jianming Chen ◽  
Yingqi YangHuo ◽  
Weiquan Liu
Keyword(s):  
Operational Risk ◽  
Risk Measurement ◽  
Nonparametric Approach

A nonparametric approach to analyzing operational risk with an application to insurance fraud

2012 ◽  
Vol 7 (1) ◽  
pp. 57-75 ◽  
Author(s):  
Catalina Bolance ◽  
Mercedes Ayuso ◽  
Montserrat Guillen
Keyword(s):  
Operational Risk ◽  
Insurance Fraud ◽  
Nonparametric Approach

scholarly journals The Engineering of China Commercial Bank Operational Risk Measurement

2011 ◽  
Vol 1 ◽  
pp. 330-336 ◽  
Author(s):  
Yuan Xie ◽  
Ya-wen Wu ◽  
Yu-chen Hu
Keyword(s):  
Commercial Bank ◽  
Operational Risk ◽  
Risk Measurement
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