Private Bag X6001
Faculty of Economic and Management Sciences
Potchefstroom, Northwest 2520
South Africa
North-West University
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loss distribution approach, severity distribution estimation, aggregate loss distribution estimation, combining historical data with scenario information, measures of agreement
File name: SSRN-id2795027.pdf Size: 1128K
compound distribution, quantile approximation, loss distribution approach (LDA), operational risk, single-loss approximation, perturbative approximation
