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. Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach. Journal of Applied Econometrics. 2018;33(6):898-935. doi:10.1002/jae.2638.
