@article{publication-4255, author={Gourier, Elise and Abbate, Donato and Farkas, Walter}, issn={1744-6740}, journal={The Journal of Operational Risk}, number=3, pages={1-24}, publisher={Incisive Media Ltd.}, title={Operational risk quantification using extreme value theory and copulas: from theory to practice}, volume=4, year=2009, }