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~institution:"Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)"
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Operational risk in banks
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frequency distribution
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scaling
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severity distribution
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truncated count data regression models
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
Max Planck Institute for Demographic Research, Rostock, Germany
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Santa Fe Institute
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Department of Economics and Business, Universitat Pompeu Fabra
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Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
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Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica
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Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia
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Scaling
Models for the Severity and Frequency of External Operational Loss Data
Dahen, Hela
;
Dionne, Georges
-
Centre Interuniversitaire sur le Risque, les Politiques …
-
2007
distribution outperforms the Poisson distribution. The
scaling
is done by calculating the parameters of the selected distribution …
Persistent link: https://www.econbiz.de/10005015229
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