Natalia Nolde

On the Selection of Loss Severity Distributions to Model Operational Risk

Harry Joe, Daniel Hadley, Natalia Nolde, 2019 .

Geometric interpretation of the residual dependence coefficient

Natalia Nolde, N. Nolde, 2014, J. Multivar. Anal..

Two methodologies to calibrate landslide runout models

Scott McDougall, Jordan Aaron, Natalia Nolde, 2019, Landslides.

The effect of aggregation on extremes from asymptotically independent light-tailed risks

Natalia Nolde, N. Nolde, 2014 .

Elicitability and backtesting

Johanna F. Ziegel, Natalia Nolde, 2016 .

Elicitability and backtesting: Perspectives for banking regulation

Johanna F. Ziegel, Natalia Nolde, J. Ziegel, 2016, 1608.05498.

Asymptotic independence for unimodal densities

Guus Balkema, Natalia Nolde, N. Nolde, 2009, Advances in Applied Probability.