ORR Innovation Awards 2011: Paper of the Year

Vittorio Vecchione, Alessandra Agostini and Paolo Talamo


Vittorio Vecchione, Alessandra Agostini and Paolo Talamo successfully presented a credible methodology for combining different types of op risk measurement data into a single measure in the paper entitled: Combining operational loss data with expert opinions through advanced credibility theory, published in the Journal of Operational Risk's Spring 2010 issue.

"None of us is an academic – even if Alessandra has got a PhD in theoretical physics and I have one in actuarial science – we are

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