Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach
2018 | journal article. A publication with affiliation to the University of Göttingen.
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Hambuckers, J., Groll, A. & Kneib, T. (2018). Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach. Journal of Applied Econometrics, 33(6), 898-935. doi: https://doi.org/10.1002/jae.2638
