Comparing Model Selection Criteria to Distinguish Truncated Operational Risk Models-Reference-Cited by-同舟云学术

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Comparing Model Selection Criteria to Distinguish Truncated Operational Risk Models

Published:2020-08-04 Issue: Volume:6 Page:
ISSN:2297-4687
Container-title:Frontiers in Applied Mathematics and Statistics
language:
Short-container-title:Front. Appl. Math. Stat.

Author:

Yu Daoping

Publisher

Frontiers Media SA

Subject

Applied Mathematics,Statistics and Probability

Reference16 articles.

1. Model uncertainty in operational risk modeling due to data truncation: a single risk case;Yu;Risks.,2017

2. Supervisory guidance for data, modeling, and model risk management under the operational risk advanced measurement approaches117Basel Coord Committ Bull.142014

3. Modelling IT risk in banking industry: A study on how to calculate the aggregate loss distribution of IT risk;Isaksson,2017

4. A Bayesian approach to modeling operational risk when data is scarce;Svensson,2015

5. Quantitative Operational Risk Models

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