USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK (Q4563776)
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scientific article; zbMATH DE number 6880333
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK |
scientific article; zbMATH DE number 6880333 |
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USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK (English)
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4 June 2018
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operational risk
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loss data
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bias
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weighted distributions
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value at risk
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0.87407124
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0.87239885
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0.8707043
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0.86386704
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0.8601365
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0.8599351
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0.85159886
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0.84473974
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