• 200 Citations
  • 8 h-Index
If you made any changes in Pure, your changes will be visible here soon.

Fingerprint Dive into the research topics where Anna Chernobay is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Catastrophe Mathematics
Truncated Distributions Mathematics
Insurance Engineering & Materials Science
Goodness of Fit Test Mathematics
Economics Engineering & Materials Science
Information systems Engineering & Materials Science
Goodness of fit Mathematics
Ruin Probability Mathematics

Research Output 2006 2017

  • 200 Citations
  • 8 h-Index
  • 9 Article
  • 2 Conference contribution
  • 1 Chapter
IT governance
IT value
Financial markets
20 Citations (Scopus)

Composite goodness-of-fit tests for left-truncated loss samples

Chernobay, A., Rachev, S. T. & Fabozzi, F. J., Jan 1 2015, Handbook of Financial Econometrics and Statistics. Springer New York, p. 575-596 22 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Goodness of Fit Test
Goodness of fit

Linking Operational IT failures to IT control weaknesses

Benaroch, M. & Chernobay, A., 2015, 2015 Americas Conference on Information Systems, AMCIS 2015. Americas Conference on Information Systems

Research output: Chapter in Book/Report/Conference proceedingConference contribution

8 Citations (Scopus)

Information asymmetry around operational risk announcements

Barakat, A., Chernobay, A. & Wahrenburg, M., 2014, In : Journal of Banking and Finance. 48, p. 152-179 28 p.

Research output: Contribution to journalArticle

Asymmetry of information
Operational risk
Information asymmetry
Risk management
4 Citations (Scopus)
Material weakness
Japanese firms
Financial instruments
Main bank