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Undated material is presented at the end, although it may be more recent than other items
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- 2160831 The Calculation of Minimum Regulatory Capital using Single-Loss Approximations
by Matthias Degen - 2160832 Observed correlations and dependencies among operational losses in the ORX consortium database
by Eric Cope and Gianluca Antonini - 2160833 Modeling insurance mitigation on operational risk capital
by Davide Bazzarello & Bert Crielaard & Fabio Piacenza & Aldo Soprano - 2160835 Aggregating operational risk across matrix structured loss data
by Paul Embrechts & Giovanni Puccetti - 2160837 The disclosure of operational risk in tunisian insurance companies
by Wael Hemrit & Mounira Ben Arab - 2160838 An econometric model to scale operational losses
by Heru Sataputera Na & Jan van den Berg & Lourenco Couto Miranda & Marc Leipoldt - 2160840 Operational risk management with process control and business process modeling
by Deborah Cernauskas & Anthony Tarantino - 2160841 Modeling operational risk data reported above a time-varying threshold
by Pavel Shevchenko & Grigory Temnov - 2160842 Heavy-tailed distributional model for operational losses
by Rosella Giacometti & Svetlozar Rachev & Anna Chernobai & Marida Bertocchi & Giorgio Consigli - 2160843 A framework for the analysis of reputational risk
by Sergio Scandizzo - 2160844 Sources of uncertainty in modeling operational risk losses
by Giulio Mignola and Roberto Ugoccioni - 2160846 A practical application of extreme value theory to operational risk in banks
by Hela Dahen & Georges Dionne & Daniel Zajdenweber - 2160847 A review of the key issues in operational risk capital modeling
by Mo Chaudhury - 2160848 Implementing a Bayesian network for foreign exchange settlement: a case study in operational risk management
by Kwabena Adusei-Poku & Gerrit Jan Van den Brink & Walter Zucchini - 2160850 The most insidious operational risk: lack of effective information sharing
by Steven Francis - 2160852 Extreme value theory and high quantile convergence
by Mikhail Makarov - 2160853 Operational loss scaling by exposure indicators: evidence from the ORX database
by Eric Cope & Abderrahim Labbi - 2160855 The credit crisis and operational risk - implications for practitioners and regulators
by Andreas A. Jobst - 2160856 Leadership and high-reliability organizations: why banks fail
by Brendon Young - 2160857 Combining operational loss data with expert opinions through advanced credibility theory
by Alessandra Agostini & Paolo Talamo & Vittorio Vecchione - 2160859 Operational risk: the sting is still in the tail but the poison depends on the dose
by Andreas A. Jobst - 2160861 Modeling operational risk in financial institutions using hybrid dynamic Bayesian networks
by Martin Neil & David Häger & Lasse B. Andersen - 2160862 Operational risk capital: asymptotics in the case of heavy-tailed severity
by Anupam Sahay & Zailong Wan & Brian Keller - 2160864 Observations on the new US financial regulation challenges to the financial sector: data standardization, straight-through-processing and operational risks
by Allan D. Grody - 2160865 Operational risk quantification using extreme value theory and copulas: from theory to practice
by Elise Gourier & Walter Farkas & Donato Abbate - 2160866 Accounting and risk management: the need for integration
by Brendon Young - 2160867 Developing human resources key risk indicators – Know Your Staff (KYS) practices
by Mohammad Ibrahim Fheili - 2160868 A mixing model for operational risk
by Jim Gustafsson & Jens Perch Nielsen - 2160869 The structural modeling of operational risk via Bayesian inference: combining loss data with expert opinions
by Pavel V. Shevchenko & Mario V. Wüthrich - 2160870 Uncertainty modeling framework in operational risk
by Tatiana Sakalo & Matthew Delasey - 2160871 Sanctions screening - the quest for efficiency and effectiveness
by John Evans - 2160872 Simulation of the annual loss distribution in operational risk via Panjer recursions and Volterra integral equations for value-at-risk and expected shortfall estimation
by Gareth W. Peters & Adam M. Johansen & Arnaud Doucet - 2160873 Estimation of operational risk capital charge under parameter uncertainty
by Pavel V. Shevchenko - 2160875 Calculation of aggregate loss distributions
by Pavel V. Shevchenko - 2160876 Modeling breach of contract risk through bundled options
by Çagrõ Haksöz & Koray D. Simsek - 2160879 Operational risk class homogeneity
by Fabio Piacenza & Daniele Ruspantini & Aldo Soprano - 2160880 Aggregation issues in operational risk
by Rosella Giacometti & Svetlozar Rachev & Anna Chernobai & Marida Bertocchi - 2160881 Quantifying operational risk guided by kernel smoothing and continuous credibility: A practitioner's view
by Jim Gustafsson & Jens Perch Nielsen & Paul Pritchard & Dix Roberts - 2160882 Estimating operational risk capital for correlated, rare events
by Stefan Mittnik & Tina Yener - 2160885 Statistical models for business continuity management
by Concetto E. Bonafede & Paola Cerchiello & Paolo Giudici - 2160886 Managing operational risk capital in financial institutions
by Maurice Inuani Kilavuka - 2160887 Misconceptions about operational risk
by Imad A. Moosa - 2160888 Quantification of operational losses using firm-specific information and external database
by Ran Wei - 2160890 Applications of exact extreme value theorem
by Mikhail Makarov - 2160891 Measuring causal influences in operational risk
by Richard Cech - 2160892 A dynamical approach to operational risk measurement
by Marco Bardoscia & Roberto Bellotti - 2160894 The role of systemic people risk in the global financial crisis
by Patrick McConnell & Keith Blacker - 2160895 Addressing the impact of data truncation and parameter uncertainty on operational risk estimates
by Xiaolin Luo & Pavel V. Shevchenko and John B. Donnelly - 2160896 Should risk managers rely on the maximum likelihood estimation method while quantifying operational risk?
by Bakhodir Ergashev - 2160897 Combining underreported internal and external data for operational risk measurement
by Montserrat Guillen & Jim Gustafsson & Jens Perch Nielsen - 2160899 A model for managing online fraud risk using transaction validation
by Manoj Pandey - 2160900 Applying robust methods to operational risk modeling
by Anna Chernobai and Svetlozar T. Rachev - 2160901 Operational risk and insurance: a ruin-probabilistic reserving approach
by Vladimir K. Kaishev & Dimitrina S. Dimitrova & Zvetan G. Ignatov - 2160902 Can the single-loss approximation method compete with the standard monte carlo simulation technique?
by Christian Hess - 2160903 Supply portfolio risk
by Çağrõ Haksöz & Ashay Kadam - 2160904 Modeling Operational Loss Severity Distributions from Consortium Data
by Eric W. Cope - 2160906 A practical guide to measure operational risk using subjective data through copulas and scenario analysis
by Marco Folpmers - 2160907 Capital charges for operational risk in the Indian banking sector: alternative measures
by Romar Correa & Swati Raju - 2160908 The impact of the financial crisis on operational risk in the financial services industry: empirical evidence
by Christian Hess - 2160909 A statistical method to optimize the combination of internal and external data in operational risk measurement
by Silvia Figini & Paolo Giudici & Pierpaolo Uberti & Ani Sanyal - 2160910 Time horizon scaling for operational risk VAR
by Alan Steif - 2160911 Effect of a data collection threshold in the loss distribution approach
by Giulio Mignola & Roberto Ugoccioni - 2160912 A systemic approach to operational risk measurement in financial institutions
by Anna-Maria Kessler - 2160913 Solving the reference data problem in financial services – are we on the right path?
by Allan D. Grody - 2160914 Dynamic operational risk: modeling dependence and combining different sources of information
by Gareth W. Peters & Pavel Shevchenko & Mario V. Wüthrich - 2160915 Bayesian inference, Monte Carlo sampling and operational risk
by G.W. Peters & S. A. Sisson - 2160918 Recursions and Fast Fourier Transforms for Certain Bivariate Compound Distributions
by Tao Jin & Jiandong Ren - 2160919 Employee turnover: an HR risk with firm-specific context
by Mohammad Ibrahim Fheili - 2160922 Operational Risk Quantification : A Risk Flow Approach
by Gandolf R. Finke & Mahender Singh & Svetlozar T. Rachev - 2160924 The measurement of capital for operational risk in Taiwanese commercial banks
by Wo-Chiang Lee & Chiang-Jye Fang - 2160925 Modeling operational risk in business processes
by Feng Cheng & Nitin Jengte & Wanli Min & Bala Ramachandran & David Gamarnik - 2160926 Estimating the lognormal-gamma model of operational risk using the Markov chain Monte Carlo method
by Bakhodir Ergashev - 2160927 Dynamic Bayesian models as an alternative to the estimation of operational risk measures
by Renato da Silva Carvalho & Hélio S. Migon & Marina Silva Paez - 2160928 Multivariate estimation for operational risk with judicious use of extreme value theory
by Mahmoud El-Gamal & Hulusi Inanoglu & Mitch Stengel - 2160930 The quantification of operational risk using internal data, relevant external data and expert opinion
by Dominik D. Lambrigger & Pavel V. Shevchenko and Mario V. Wüthrich - 2164337 Treatment of the data collection threshold in operational risk: a case study using the lognormal distribution
by Alexander Cavallo & Benjamin Rosenthal & Xiao Wang and Jun Yan - 2164345 Combining scenario analysis with loss data in operational risk quantification
by Eric W. Cope - 2164352 Systemic operational risk: the UK payment protection insurance scandal
by Patrick McConnell & Keith Blacker - 2186724 Legal risk and compliance for banks operating in a common law legal system
by J. R. Terblanché - 2186729 A combination model for operational risk estimation in a Chinese banking industry case
by Jichuang Feng & Jianping Li & Lijun Gao and Zhongsheng Hua - 2186734 Capital assessment of operational risk for the solvency of health insurance companies
by Rafael Hernández Barros and MarÃa Isabel MartÃnez Torre-Enciso - 2186743 Reconstructing heavy-tailed distributions by splicing with maximum entropy in the mean
by Santiago Carrillo & Henryk Gzyl and Aldo Tagliani - 2207237 Systemic operational risk: smoke and mirrors
by Patrick McConnell - 2229510 Modeling macroeconomic effects and expert judgments in operational risk: a Bayesian approach
by Holger Capa Santos & Marie Kratz and Franklin Mosquera Muñoz - 2229512 Fuzzy methods for variable selection in operational risk management
by Paola Cerchiello and Paolo Giudici - 2229517 The major sources of operational risk and the potential benefits of its management
by Wael Hemrit and Mounira Ben Arab - 2229519 Modeling operational risk for good and bad bank loans
by Dror Parnes - 2255827 A comparison of numerical approaches to determine the severity of losses
by Henryk Gzyl & Pier Luigi Novi-Inverardi and Aldo Tagliani - 2255831 Systemic operational risk: does it exist and, if so, how do we regulate it?
by Patrick McConnell & Keith Blacker - 2255842 Adequate communication about operational risk in the business line
by Udo Milkau - 2255848 Adding prior knowledge to quantitative operational risk models
by Catalina Bolancé & Montserrat Guillén & Jim Gustafsson and Jens Perch Nielsen - 2275704 Measuring risk with ordinal variables
by Silvia Figini and Paolo Giudici - 2275707 Measuring the operational risk of Chinese commercial banks using the semilinear credibility model
by Jing Lu & Lei Guo and Xing Liu - 2275712 Quantile distance estimation for operational risk: a practical application
by Vincent Lehérissé and Alexis Renaudin - 2292408 Using a time series approach to correct serial correlation in operational risk capital calculation
by Dominique Guégan and Bertrand K. Hassani - 2292416 Systemic operational risk: the LIBOR manipulation scandal
by Patrick McConnell - 2317743 A simple model for pseudo-nonstationarity in operational risk loss data due to interest rate dependency and reporting threshold
by Gerrit Arlt & Frank Neumann and Udo Milkau - 2317746 A Bayesian approach to extreme value estimation in operational risk modeling
by Bakhodir Ergashev & Stefan Mittnik and Evan Sekeris - 2317750 Operational risk dependencies and the determination of risk capital
by Stefan Mittnik & Sandra Paterlini and Tina Yener - 2317751 How much should creditors worry about operational risk? The credit default swap spread reaction to operational risk events
by Philipp Sturm - 2330855 On the optimal design of operational risk data consortiums
by Hubert Janos Kiss and Daniel Homolya - 2330857 LIBOR manipulation: operational risks resulting from brokers’ misbehavior
by Patrick McConnell - 2330863 Assimilating operational risks in common trading systems
by Dror Parnes - 2350129 Fitting operational risk data using limited information below the threshold
by Christopher M. Cormack - 2350134 Dissecting the JPMorgan whale: a post-mortem
by Patrick McConnell - 2350138 Specification test for threshold estimation in extreme value theory
by Lourenco Couto Miranda - 2367621 Evidence, estimates and extreme values from Austria
by Stefan Kerbl - 2367625 Goodness-of-fit tests and selection methods for operational risk
by Sophie Lavaud and Vincent Lehérissé - 2367631 The mutual-information-based variance–covariance approach: an application to operational risk aggregation in Chinese banking
by Jianping Li & Xiaoqian Zhu & Yongjia Xie & Jianming Chen & Lijun Gao & Jichuang Feng & and Wujiang Shi - 2385871 A review of methods for combining internal and external data
by Giuseppe Galloppo and Daniele Previati - 2385878 A checklist-based weighted fuzzy severity approach for calculating operational risk exposure on foreign exchange trades under the Basel II regime
by V. Sree Hari Rao and K. V. N. M. Ramesh - 2400836 An assessment of the efficiency of operational risk management in Taiwan’s banking industry: an application of the stochastic frontier approach
by Hsiang-Hsi Liu and Mauricio Cortes - 2401155 Improved goodness-of-fit measures
by Peter Mitic - 2401156 Combining scenario and historical data in the loss distribution approach: a new procedure that incorporates measures of agreement between scenarios and historical data
by P. J. de Jongh & T. de Wet & H. Raubenheimer and J. H. Venter - 2409654 Approximations of value-at-risk as an extreme quantile of a random sum of heavy-tailed random variables
by Lincoln Hannah and Borek Puza - 2410963 A simple, transparent and rational weighting approach to combining different operational risk data sources
by Alexis Renaudin and Matthew Grant - 2413196 Monitoring IT operational risks across US capital markets
by Jerry Friedhoff and Mo Mansouri - 2421847 Mitigating rogue-trading behavior by means of appropriate, effective operational risk management
by Sebastian Rick & Gerrit Jan van den Brink - 2422578 Truncated lognormals as a power-law mimic in operational risk
by Roberto Torresetti and Claudio Nordio - 2424197 Outsourcing risk: a separate operational risk category?
by Jürgen Bott and Udo Milkau - 2433801 A comparison of alternative mixing models for external data in operational risk
by Roberto Torresetti & Giacomo Le Pera - 2434653 Application of the convolution operator for scenario integration with loss data in operational risk modeling
by Pavan Aroda & Aziz Guergachi & Huaxiong Huang - 2435289 Random matrix theory applied to correlations in operational risk
by Pierre Clauss & Jiali Xu & Sophie Lavaud & David Cressey & François Crénin - 2435296 Modeling operational risk capital: the inconvenient truth
by Patrick McConnell - 2450275 A simulation comparison of quantile approximation techniques for compound distributions popular in operational risk
by P. J. de Jongh & Tertius de Wet & Helgard Raubenheimer & Kevin Panman - 2450287 A maximum entropy approach to the loss data aggregation problem
by Henryk Gzyl & Erika Gomes-Gonçalves & Silvia Mayoral - 2450304 Bank fraud and the macroeconomy
by Robert T. Stewart - 2454227 Operational loss with correlated frequency and severity: an analytical approach
by Daniel H. Stahl - 2455988 Operational risk: impact assessment of the revised standardized approach on Indian banks
by Pankaj Sinha & Sakshi Sharma - 2462466 How to turn uncertainties of operational risk capital into opportunities from a risk management perspective
by Arjan Bakker & Philippe Meunier - 2462467 A simulation comparison of aggregation periods for estimating correlations within operational loss data
by Kevin Panman & L.J. Haasbroek & Willem Pieters - 2466564 Rapidly bounding the exceedance probabilities of high aggregate losses
by Isabella Gollini & Jonathan Rougier - 2470168 Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?
by Gareth W Peters & Pavel V Shevchenko & Bertrand Hassani & Ariane Chapelle - 2470184 Comments on the Basel Committee on Banking Supervision proposal for a new standardized approach for operational risk
by Giulio Mignola & Roberto Ugoccioni & Eric Cope - 2470193 An assessment of operational loss data and its implications for risk capital modeling
by Ruben D Cohen - 2473437 Operational risk and the Solvency II capital aggregation formula: implications of the hidden correlation assumptions
by Arturo Cifuentes & Ventura Charlin - 2475549 The benefit of using random matrix theory to fit high-dimensional t-copulas
by Jiali Xu & Loïc Brin - 2475551 Optimal B-robust posterior distributions for operational risk
by Ivan Luciano Danesi & Fabio Piacenza & Erlis Ruli & Laura Ventura - 2476211 The death of one thousand flowers or the AMA reborn?
by Jimi Hinchliffe - 2480856 A nonlinear analysis of operational risk events in Australian banks
by Yifei Li & Neil Allan & John Evans - 3912261 Hidden Markov regimes in operational loss data: application to the recent financial crisis
by Georges Dionne & Samir Saissi Hassani - 3914151 Operational risk and the three lines of defence in UK financial institutions: is three really the magic number?
by Kumbirai Mabwe & Patrick John Ring & Robert Webb - 3915706 Standardized measurement approach: is comparability attainable?
by Patrick McConnell - 3937336 A structural model for estimating losses associated with the mis-selling of retail banking products
by Huan Yan & Richard M. Wood - 5277326 Various approximations of the total aggregate loss quantile function with application to operational risk
by Ross Griffiths & Walid Mnif - 5277466 On a family of weighted Cramér–von Mises goodness-of-fit tests in operational risk modeling
by Kirill Mayorov & James Hristoskov & Narayanaswamy Balakrishnan - 5313951 An operational risk-based regime-switching model for stock prices
by Takashi Kanamura - 5313961 The issues with the standardized measurement approach and a potential future direction for operational risk capital modeling
by Ruben D Cohen - 5329986 Fast, accurate and straightforward extreme quantiles of compound loss distributions
by J.D. Opdyke - 5331646 Management of behavioral risk in the first line of defence
by Jürgen Bott & Udo Milkau - 5336006 Behavioral risks at the systemic level
by Patrick McConnell - 5346106 A note on the standard measurement approach versus the loss distribution approach–advanced measurement approach: the dawning of a new regulation
by Andrés Mora-Valencia - 5360471 Standardized measurement approach extension to integrate insurance deduction into operational risk capital requirement
by Fabio Piacenza & Claudia Belloni - 5430331 Modeling catastrophic operational risk using a compound Neyman–Scott clustering model
by Zied Gara & Lotfi Belkacem - 5462041 Tail dependence in small samples: from theory to practice
by Sophie Lavaud - 5603211 Distortion risk measures for nonnegative multivariate risks
by Jaume Belles-Sampera & Montserrat Guillen & José MarÃa Sarabia & Faustino Prieto - 5848721 Operational risk: a forgotten case study
by Patrick McConnell - 5940051 Modeling operational risk depending on covariates: an empirical investigation
by Paul Embrechts & Kamil Mizgier & Xian Chen - 5940086 Forward-looking and incentive-compatible operational risk capital framework
by Marco Migueis - 6036926 Predictive fraud analytics: B-tests
by Sergey Afanasiev & Anastasiya Smirnova - 6128506 Is operational risk regulation forward looking and sensitive to current risks?
by Marco Migueis - 6446751 Introducing a novel system-of-systems axiomatic risk management technique for production systems
by Asif Mahmood - 6653501 Estimation of losses due to cyber risk for financial institutions
by Antoine Bouveret - 6685796 Sample dependence of risk premiums
by Erika Gomes-Gonçalves & Henryk Gzyl & Silvia Mayoral - 6726526 Quantification of operational risk: statistical insights on coherent risk measures
by Dany Ng Cheong Vee & Preethee Nunkoo Gonpot & Thekke Variyam Ramanathan - 6967056 The use of business intelligence and predictive analytics in detecting and managing occupational fraud in Nigerian banks
by Chioma N. Nwafor & Obumneme Z. Nwafor & Chris Onalo - 7024951 An investigation of cyber loss data and its links to operational risk
by Ruben D Cohen & Jonathan Humphries & Sabrina Veau & Roger Francis - 7027361 Applying existing scenario techniques to the quantification of emerging operational risks
by Michael Grimwade - 7100741 The impact of enterprise risk management on the performance of companies in transition countries: Serbia case study
by Marija Panić & Milica VeliÄ ković & Danijela Voza & Živan Živković & Zuzana Virglerová - 7123596 Measuring expected shortfall under semi-parametric expected shortfall approaches: a case study of selected Southern European/Mediterranean countries
by Nikola Radivojević & Borislav Bojić & Marija Lakićević - 7241696 Cyber risk management: an actuarial point of view
by Maria Francesca Carfora & Fabio Martinelli & Francesco Mercaldo & Albina Orlando - 7378321 Difference between the determinants of operational risk reporting in Islamic and conventional banks: evidence from Saudi Arabia
by Wael Hemrit - 7378361 Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses
by Jianming Mo & Xiang Gao - 7650051 An emergent taxonomy for operational risk: capturing the wisdom of crowds
by Luke Carrivick & Steve Bishop & Tom Ivell & Valerie Wong & Ramy Farha - 7653876 What is essential is invisible to the eye: prioritizing near misses to prevent future disasters
by Andrea Giacchero & Jacopo Moretti - 7659036 Benchmarking operational risk stress testing models
by Filippo Curti & Marco Migueis & Robert Stewart - 7696246 Does the source of information influence depositors’ withdrawal intentions during operational events?
by Suné Ferreira & Zandri Dickason-Koekemoer - 7724476 Quantification of regulatory capital for management of operational risk in banks: study from an emerging market economy
by K. Naveen Kumar & Prosun Chatterjee - 7724481 Ten laws of operational risk
by Michael Grimwade - 7731316 The strange case of the Jet Airways bankruptcy: a financial structure analysis
by Matteo Rossi & Giuseppe Festa & Ashutosh Kolte & S. M. Riad Shams - 7736781 Detection of financial fraud risk: implications for financial stability
by S. M. Riad Shams & Abdus Sobhan & Demetris Vrontis & Zhanna Belyaeva & Darko Vukovic - 7736786 The spillover effect of the Bangladesh Bank cyber heist on banks’ cyber risk disclosures in Bangladesh
by Mohammed Mehadi Masud Mazumder & Abdus Sobhan - 7744526 Critical variables in the implementation of a risk-based internal audit: a theoretical and empirical investigation of Greek companies
by Petros Lois & George Drogalas & Konstantinos Petridis & Karyofylis Doulgeridis - 7799501 Regulatory arbitrage in the use of insurance in the new standardized approach for operational risk capital
by Marco Migueis - 7800146 Bank supervision: lessons from the post-2008 banking crisis
by Jeremy Quick - 7812371 The impact of culture upon operational risk management guidelines in the banking sector of selected Asian countries
by Mihaela Mocanu - 7849646 An approach to simultaneously assess operational risk and maturity levels in information technology management
by Hossein Moinzad & Mohammad Jafar Tarokh & Mohammad Taghi Taghavifard - 7860311 On modeling contagion in the formation of operational risk loss
by Xiang Gao & Zhan Wang - 7877796 Key impact deep dive (KIDD)
by Philip Umande - 7879801 Ex-intrusion corporate cyber risk: evidence from internet protocol networks
by Bill B. Francis & Wenyao Hu & Thomas D. Shohfi - 7882821 Nonhomogeneous bivariate compound Poisson process with short-term periodicity
by Ali Sakhaei & Parviz Nasiri - 7894006 Fighting Covid-19 in countries and operational risk in banks: similarities in risk management processes
by Thomas Kaiser - 7898876 The role of management accounting practices in operational risk management: the case of Palestinian commercial banks
by Hind Muhtaseb & Derar Eleyan - 7927686 Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
by Marco Bee & Julien Hambuckers - 7928586 Evaluation of backtesting on risk models based on data envelopment analysis
by Grigorios Kontaxis & Ioannis E. Tsolas - 7929036 Revisiting the linkage between internal audit function characteristics and internal control quality
by Iakovos Michailidis & Kyriaki Alexandridou & Michail Nerantzidis & George Drogalas - 7950041 The status of people risk management in UK banks
by Kumbirai Mabwe & Patrick John Ring & Robert Webb - 7951531 How climate change may impact operational risk
by Michael Grimwade - 7954434 Changes in operational risk and its determinants under Covid-19
by Zongrun Wang & Haiqin Fu & Ling Zhou