A note on the estimation of the frequency and severity distribution of operational losses (Q3371554)
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scientific article; zbMATH DE number 5008549
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| English | A note on the estimation of the frequency and severity distribution of operational losses |
scientific article; zbMATH DE number 5008549 |
Statements
21 February 2006
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operational risk
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censored data
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truncated data
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EM algorithm
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0.8076668977737427
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0.7932493686676025
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0.7900038361549377
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0.7890873551368713
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0.7718362808227539
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