Volume 11, Issue 1

March 2009

Special Issue: Statistical Models for Financial Risk Management. Guest Editors: Paolo Guidici and Henry Wynn

7 articles in this issue

Editorial
Paolo Giudici
Henry Wynn
EditorialNotes 22 July 2008 Pages: 1 - 2
The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance
Davide Ferrari
Sandra Paterlini
OriginalPaper 24 January 2008 Pages: 3 - 19
Bootstrap Algorithms for Risk Models with Auxiliary Variable and Complex Samples
Giancarlo Manzi
Fulvia Mecatti
OriginalPaper 19 April 2008 Pages: 21 - 27
Random Survival Forests Models for SME Credit Risk Measurement
Dean Fantazzini
Silvia Figini
OriginalPaper 01 May 2008 Pages: 29 - 45
Clinical and Operational Risk: A Bayesian Approach
Chiara Cornalba
OriginalPaper 26 April 2008 Pages: 47 - 63
Modelling Operational Risk Losses with Graphical Models and Copula Functions
Danae Politou
Paolo Giudici
OriginalPaper 16 July 2008 Pages: 65 - 93
Bayesian Copulae Distributions, with Application to Operational Risk Management
Luciana Dalla Valle
OriginalPaper 24 January 2008 Pages: 95 - 115

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