Article ID Journal Published Year Pages File Type
5076268 Insurance: Mathematics and Economics 2016 9 Pages PDF
Abstract
The issues that we consider are of special interest for the advanced measurement approach in operational risk, which is based on loss data analysis to determine regulatory capital, as well as to determine the loss distribution of risks that occur with low frequency.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Loss data analysis: Analysis of the sample dependence in density reconstruction by maxentropic methods
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