Sökning: "Mattias Wärmlös Helmrich"
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1. Operational Risk Modeling: Addressing the Reporting Threshold Problem
Master-uppsats, KTH/Matematisk statistikSammanfattning : External loss data are typically left truncated at a reporting threshold. Ignoring this truncation level leads to biased capital charge estimations. This thesis addresses the challenges of recreating the truncated part of the distribution. LÄS MER
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