Pages that link to "Item:Q3063853"
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The following pages link to (Non-)robustness of maximum likelihood estimators for operational risk severity distributions (Q3063853):
Displaying 7 items.
- Nonparametric estimation of operational value-at-risk (OpVaR) (Q343993) (← links)
- Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (Q1762046) (← links)
- On maximum likelihood estimation of a Pareto mixture (Q2255775) (← links)
- (Q3117174) (← links)
- Non-parametric estimation of operational risk losses adjusted for under-reporting (Q3608230) (← links)
- Bayesian estimation of truncated data with applications to operational risk measurement (Q5245354) (← links)
- A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS (Q5305102) (← links)