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An Alternative Frequency Dependence Model and its Applications
frequency dependence among different risk types. The operational risk diversification effect is illustrated ... dependency modeled by the bivariate quasi-negative binomial distribution under a framework of Monte Carlo simulation ...- Authors: SHUBIAO LI
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments>Banking - Finance & Investments; Modeling & Statistical Methods
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An Alternative Frequency Dependence Model and its Applications
An Alternative Frequency Dependence Model and its Applications 2011 SOA Enterprise Risk ... Management Symposium, Chicago. This is the abstract of the referenced paper. Monte Carlo simulation;Operational ...- Authors: SHUBIAO LI
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Modeling & Statistical Methods