Sökning: "Mattias Wärmlös Helmrich"

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  1. 1. Operational Risk Modeling: Addressing the Reporting Threshold Problem

    Master-uppsats, KTH/Matematisk statistik

    Författare :Oscar Halberg; Mattias Wärmlös Helmrich; [2015]
    Nyckelord :;

    Sammanfattning : 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