San Francisco, CA 94108
Bank of the West – BNP Paribas Group
Operational risk; Loss Distribution Approach; Quantile Distance; Maximum Likelihood Estimation; Generalized Method of Moments; Lognormal distribution; Goodness-of-fit tests.
Operational risk; Loss Distribution Approach; Goodness-of-fit tests; Schwarz Bayesian Criterion; violation ratio; Lognormal distribution; Truncated data
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2791620.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Goodness-Of-Fit Tests, AMA, LDA
This page was processed by aws-apollo4 in 0.156 seconds