Book Chapters

• “Composite Goodness-of-Fit Tests for Left-Truncated Loss Samples,” (with S.T. Rachev and F.J. Fabozzi), in C.-F. Lee (ed.) Handbook of Financial Econometrics and Statistics, Springer, New York, 2013
• “Operational Risk,” (with S.T. Rachev and F.J. Fabozzi), in F.J. Fabozzi (ed.) Encyclopedia of Financial Models, Vol. III, 81-89, John Wiley & Sons, Hoboken, New Jersey, 2012
• “Operational Risk Models,” (with S.T. Rachev and F.J. Fabozzi), in F.J. Fabozzi (ed.) Encyclopedia of Financial Models, Vol. III, 91-101, John Wiley & Sons, Hoboken, New Jersey, 2012
• “Modeling Operational Loss Distributions,” (with S.T. Rachev and F.J. Fabozzi), in F.J. Fabozzi (ed.) Encyclopedia of Financial Models, Vol. III, 103-120, John Wiley & Sons, Hoboken, New Jersey, 2012
• “Estimation of Operational Value-at-Risk in the Presence of Minimum Collection Threshold: An Empirical Study,” (with C. Menn, S.T. Rachev, and S. Truck), in D. Rosch and H. Scheule (eds.) Model Risk: Identification, Measurement, and Management, Risk Books, London, 359-419, 2010
• “Treatment of Missing Data in the Field of Operational Risk: The Impacts on Parameter Estimates, EL and UL,” (with C. Menn, S. Truck, S.T. Rachev, and M. Moscadelli), in E. Davis (ed.) The Advanced Measurement Approach to Operational Risk, Risk Books, London, 145-168, 2007
• “Empirical Examination of Operational Loss Distributions,” (with S.T. Rachev and C. Menn), in M. Morlock et al (eds.) Perspectives on Operational Research, Deutscher Universitats-Verlag/GWV Fachverlage GmbH, Wiesbaden, Germany, 379-401, 2006
• “Stable Modeling of Operational Risk,” (with S.T. Rachev), in M.G. Cruz (ed.) Operational Risk Modelling and Analysis, Theory and Practice, Risk Books, London, 139-169, 2004