A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS (Q5305102): Difference between revisions
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Revision as of 14:05, 2 July 2024
scientific article; zbMATH DE number 5684701
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS |
scientific article; zbMATH DE number 5684701 |
Statements
A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS (English)
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19 March 2010
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operational risk
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LDA
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frequency distribution
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piecewise-defined severity distribution
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Monte Carlo simulation
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