H. Dahen

A practical application of extreme value theory to operational risk in banks

G. Dionne, Daniel Zajdenweber, H. Dahen, 2010 .

What about Underevaluating Operational Value at Risk in the Banking Sector?

G. Dionne, H. Dahen, 2007 .

Scaling Models for the Severity and Frequency of External Operational Loss Data

Georges Dionne, Hela Dahen, G. Dionne, 2007 .

Extremal Events in a Bank Operational Losses

G. Dionne, Daniel Zajdenweber, H. Dahen, 2010 .