Using weighted distributions to model operational risk
Year of publication: |
2016
|
---|---|
Authors: | Afonso, Lourdes B. ; Real, Pedro Corte |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 2, p. 469-485
|
Subject: | Operational risk | loss data | bias | weighted distributions | value at risk | Operationelles Risiko | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Verlust | Loss | Systematischer Fehler | Bias | Risikomanagement | Risk management | Risiko | Risk | Theorie | Theory | Bank |
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