Sökning: "johan wahlström KTH"

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1. 1. Operational Risk Modeling:Theory and Practice

   Master-uppsats, KTH/Matematisk statistik

   Författare :Johan Wahlström; [2013]
   Nyckelord :;

   Sammanfattning : This thesis studies the Loss Distribution Approach for modeling of Operational Risk under Basel II from a practical and general perspective. Initial analysis supports the use of the Peaks over Threshold method for modeling the severity distributions of individual cells. LÄS MER