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  • Search: subject:"combining internal and external data"
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basel accords 1 combining internal and external data 1 operational risk 1 stratified sampling 1 weighted average 1
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A Simple Approach to Combining Internal and External Operational Loss Data
Okunev, Pavel - EconWPA - 2005
We propose a simple approach to combining internal and external loss data in the case when internal and external data come from the same distribution. We assume that the internal data is uncensored but the external data includes only losses above a known threshold. This approach is an...
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