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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 model uncertainty arising from different ways of treating the operational loss data ...

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    • Authors: Daoping Yu, Vytaras Brazauskas
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Enterprise Risk Management>Operational risks; Modeling & Statistical Methods
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