On Maximum Likelihood Estimation of Operational Loss Distributions-Reference-Cited by-同舟云学术

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On Maximum Likelihood Estimation of Operational Loss Distributions

Published:2005 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bee Marco

Publisher

Elsevier BV

Reference16 articles.

1. Consultative Document -Operational Risk, Bank for International Settlements;Basel Committee on Banking Supervision,2001

2. Bootstrap Methods and their Application

3. Maximum Likelihood from Incomplete Data via the EM Algorithm (with discussion);A P Dempster;Journal of the Royal Statistical Society B,1977

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Operational Risk Management: Regulatory Framework and Operational Impact;Measuring and Managing Operational Risk;2017-12-27

2. Further Reading;Measuring Operational and Reputational Risk;2015-10-09

3. Jointly modeling the relationship between longitudinal and survival data subject to left truncation with applications to cystic fibrosis;Statistics in Medicine;2012-07-11

4. Multivariate Models for Operational Risk: A Copula Approach Using Extreme Value Theory and Poisson Shock Models;Operational Risk toward Basel III;2011-11-29

5. A Dynamical Model for Forecasting Operational Losses;SSRN Electronic Journal;2011

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