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, Julien, Andreas Groll, and Thomas Kneib. "Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach." Journal of Applied Econometrics, vol. 33, no. 6, 2018, pp. 898-935, doi: 10.1002/jae.2638.
