Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10011397592
Persistent link: https://www.econbiz.de/10011816823
Persistent link: https://www.econbiz.de/10011825387
Persistent link: https://www.econbiz.de/10012505987
We explore the Monte Carlo steps required to reduce the sampling error of the estimated 99.9% quantile within an acceptable threshold. Our research is of primary interest to practitioners working in the area of operational risk measurement, where the annual loss distribution cannot be...
Persistent link: https://www.econbiz.de/10012019128
Persistent link: https://www.econbiz.de/10013198326