Estimating operational risk capital : the challenges of truncation, the hazards of maximum likelihood estimation, and the promise of robust statistics
Year of publication: |
2012
|
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Authors: | Opdyke, John Douglas ; Cavallo, Alexander |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 7.2012, 3, p. 3-90
|
Subject: | Basler Akkord | Basel Accord | Operationelles Risiko | Operational risk | Robustes Verfahren | Robust statistics |
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