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Cavallo, Alexander's
Scholarly Papers
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Total Downloads
520 |
Total
Citations
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Cavallo, Alexander Northern Trust Corporation Rosenthal, Benjamin Northern Trust Corporation Wang, Xiao University of Connecticut - Department of Statistics Yan, Jun University of Connecticut - Department of Statistics
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31 Aug 10
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Last Revised:
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10 Feb 12
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267
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Operational risk, Regulatory capital, Loss distribution, Data truncation, Shifted distribution, Vuong's test, Severity distribution, Basel II
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Opdyke, J.D. DataMineit, LLC Cavallo, Alexander Northern Trust Corporation
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23 Jan 12
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Last Revised:
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03 Aug 12
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164
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3.
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Opdyke, J.D. DataMineit, LLC Cavallo, Alexander Northern Trust Corporation
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Robust Statistics, Severity, Capital Estimation, Influence Function, Sensitivity Analysis, OBRE, MLE, Basel II
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Records 1 -
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