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The Use of Analytical-Statistical Simulation Approach in Operational Risk Analysis
The Use of Analytical-Statistical Simulation Approach in Operational Risk Analysis Quantitative operational risk assessment is essentially based on stochastic scenario modeling of operational ...- 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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2007 Enterprise Risk Management Symposium: Multivariate Operational Risk: Dependence Modelling with Lévy Copulas
2007 Enterprise Risk Management Symposium: Multivariate Operational Risk: Dependence Modelling with Lévy Copulas Simultaneous modelling of operational risks occurring in different event ...- Authors: Klaus Bocker, Claudia Kluppelberg
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Operational risks
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Biased Sampling: Solution for Lower Incidence Rate
Biased Sampling: Solution for Lower Incidence Rate Given the lower incidence rate, use of decision tree techniques like Classification and Regression Tree CART in understanding credit or ...- 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
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2007 Enterprise Risk Management Symposium: Operational Risk Management in Local Chinese Securities Companies
2007 Enterprise Risk Management Symposium: Operational Risk Management in Local Chinese Securities Companies In response to the risks of embezzlement and branch mis-behavior, this paper describes ...- Authors: Wei Wang
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Operational risks