Ruin theory revisited: stochastic models for operational risk

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QUANTIFYING REGULATORY CAPITAL FOR OPERATIONAL RISK (2003, background): “(Strictly speaking, the latter property only holds for absolutely continuous loss distributions.)”
Capital and Risk: New Evidence on Implications of Large Operational Losses (2006, background): “For further discussion of the LDA, readers should refer to Klugman et al. (1998) and Embrechts et al. (2002). basic components.”
Operational Risk Quantification Using Extreme Value Theory and Copulas: From Theory to Practice (2009, unknown): “Specific conditions on the data are required to use EVT, which explains why it is still open to criticisms, discussed in Embrechts et al. (2003) and Embrechts et al. (2004).”
Quantitative models for operational risk: Extremes, dependence and aggregation (2006, methodology): “Embrechts et al. (1997) detail the mathematical theory with a number of applications to insurance and finance. The edited volume Embrechts and editor (2000) contains an early summary of EVT applications to risk management, whereas McNeil et al.”