Determination of the fraction of losses and their probabilities by type of risk and business line from aggregate loss data
Argimiro Arratia and Henryk Gzyl
| Year of publication: |
2024
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|---|---|
| Authors: | Arratia, Argimiro ; Gzyl, Henryk |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1755-2710, ZDB-ID 2254119-6. - Vol. 19.2024, 4, p. 1-13
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| Subject: | operational risk analysis | risk frequency by type–line of business estimation | loss by type–line of business disaggregation | contingency table determination | Fermi–Dirac entropy minimization | Operationelles Risiko | Operational risk | Verlust | Loss | Risikomanagement | Risk management | Risiko | Risk | Entropie | Entropy | Bankrisiko | Bank risk | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2024.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015461336