USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK

DOI10.1017/asb.2016.4zbMath1390.91329OpenAlexW2406255341MaRDI QIDQ4563776

Lourdes B. Afonso, Pedro Corte Real

Publication date: 4 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2016.4

zbMATH Keywords

biasweighted distributionsvalue at riskoperational riskloss data

Mathematics Subject Classification ID

Related Items (1)

Understanding the sampling bias: a case study on NBA drafts

Cites Work

• Model assisted survey sampling.
• Coherent Measures of Risk
• Weighted Distributions and Size-Biased Sampling with Applications to Wildlife Populations and Human Families
• The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
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