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On maximum likelihood estimation of operational loss distributions

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  • Marco Bee

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  • Marco Bee, 2005. "On maximum likelihood estimation of operational loss distributions," Department of Economics Working Papers 0503, Department of Economics, University of Trento, Italia.
    • Handle: RePEc:trn:utwpde:0503
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    Cited by:

    1. Pavel V. Shevchenko, 2010. "Implementing loss distribution approach for operational risk," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 26(3), pages 277-307, May.
    2. Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal, 2005. "Modelling catastrophe claims with left-truncated severity distributions (extended version)," MPRA Paper 10423, University Library of Munich, Germany.
    3. Xiaolin Luo & Pavel V. Shevchenko & John B. Donnelly, 2009. "Addressing the Impact of Data Truncation and Parameter Uncertainty on Operational Risk Estimates," Papers 0904.2910, arXiv.org.
    4. Pavel V. Shevchenko, 2009. "Implementing Loss Distribution Approach for Operational Risk," Papers 0904.1805, arXiv.org, revised Jul 2009.

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