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operational risk modeling, correlation and dependence measures, random matrix theory, small samples, ORX database, factor models
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File name: SSRN-id2802624.pdf
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Operational risk; Loss Distribution Approach; Goodness-of-fit tests; Schwarz Bayesian Criterion; violation ratio; Lognormal distribution; Truncated data
grouped t-copula, statistical clustering, correlation and dependence measures, tail dependence, copula calibration
energy efficiency; climate change; public policy; social science
File name: SSRN-id3149417.pdf
extreme events, dependence structures, tail dependence, OpRisk application, goodness-of-fit, copulas.
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