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The Use of Analytical-Statistical Simulation Approach in Operational Risk Analysis
The Use ... P A Y Y P A Y Y F X ds Y Y n k k n k k k k k k s T X Z kk { ,..., } { ,..., } ( , ; ,..., ) ζ ... we can write P A Y Y F X ds Y Yn n n n n n n s T X Z nn { ,..., } ( , ; ,..., )ζ ζ0 0 1 1 0 1 ...- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Operational risks; Modeling & Statistical Methods>Stochastic models
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Biased Sampling: Solution for Lower Incidence Rate
impurity. ΔI(s,t)=I(t)- prI(tl) - prI(tr) Choice of split: ΔI(s*,t)=maxs∈S ΔI(s,t) The CART ... CART algorithm first defines a candidate set of S that would be comprised of all potential binary splits ...- Authors: M Muthu Mangai
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Operational risks; Modeling & Statistical Methods>Stochastic models