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Model Uncertainty and Selection in Operational Risk Modeling
Model Uncertainty and Selection in Operational Risk Modeling This abstract describes a paper that investigates ... different ways of treating the operational loss data collection threshold. modeling;value-at-risk;operational ...- Authors: Daoping Yu, Vytaras Brazauskas
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Operational risks; Modeling & Statistical Methods