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 practiti
More on Operational risk
7 days in 60 seconds
AIG, US Treasury reforms and a Brexit deadline
The week on Risk.net, October 13–19, 2017
Receive this by email
Most read on Risk.net
Back to Top