A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS (Q5305102)
From MaRDI portal
scientific article; zbMATH DE number 5684701
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS |
scientific article; zbMATH DE number 5684701 |
Statements
A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS (English)
0 references
19 March 2010
0 references
operational risk
0 references
LDA
0 references
frequency distribution
0 references
piecewise-defined severity distribution
0 references
Monte Carlo simulation
0 references
