On stability of operational risk estimates by LDA: From causes to approaches
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More about this item
KeywordsOperational risk modeling; Maximum likelihood estimation; Bias correction; Robust estimation; Right-truncated distribution; Probability weighted least squares method;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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