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  • Search: subject:"piecewise-defined severity distribution"
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LDA 1 Monte Carlo simulation 1 Operational risk 1 frequency distribution 1 piecewise-defined severity distribution 1
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Undetermined 1
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Article 1
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CHEN, JIANMING 1 FENG, JICHUANG 1 LI, JIANPING 1
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International Journal of Information Technology & Decision Making (IJITDM) 1
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RePEc 1
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A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS
LI, JIANPING; FENG, JICHUANG; CHEN, JIANMING - In: International Journal of Information Technology & … 08 (2009) 04, pp. 727-747
(collected from public information sources) well. Then, we propose a piecewise-defined severity distribution (PSD) that combines … with piecewise-defined severity distribution based LDA (PSD-LDA) with those obtained from the basic indicator approach (BIA …
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