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Model Uncertainty in Operational Risk Modeling
regulators had intense debates about how to treat the data collection threshold in operational risk modeling ... consideration—the empirical approach, the “naive” approach, the shifted approach, and the truncated approach—for ...- Authors: Daoping Yu
- Date: Feb 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Operational risks
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Model Uncertainty in Operational Risk Modeling
regulators had intense debates about how to treat the data collection threshold in operational risk modeling ... consideration—the empirical approach, the “naive” approach, the shifted approach, and the truncated approach—for ...- Authors: Daoping Yu
- Date: Feb 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Operational risks
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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 ... model uncertainty arising from different ways of treating the operational loss data collection threshold ...- Authors: Daoping Yu, Vytaras Brazauskas
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Operational risks; Modeling & Statistical Methods