A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS
DOI10.1142/S0219622009003727zbMath1186.91123OpenAlexW2083028768MaRDI QIDQ5305102
Jichuang Feng, Jianming Chen, Jian-ping Li
Publication date: 19 March 2010
Published in: International Journal of Information Technology & Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219622009003727
Monte Carlo simulationLDAoperational riskfrequency distributionpiecewise-defined severity distribution
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