Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach. Hambuckers, J., Groll, A., & Kneib, T. Journal of Applied Econometrics, 2018.
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach [link]Paper  doi  bibtex   
@article{Hambuckers2018Understanding,
 author = {Hambuckers, Julien and Groll, Andreas and Kneib, Thomas},
 year = {2018},
 title = {Understanding the economic determinants of the severity of operational losses: A regularized generalized {P}areto regression approach},
 url = {http://dx.doi.org/10.1002/jae.2638},
 keywords = {econ;postdoc;stat},
 issn = {08837252},
 journal = {Journal of Applied Econometrics},
 doi = {10.1002/jae.2638},
 howpublished = {refereed}
}

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