Kirill Mayorov

RBC Financial Group

Director, Capital Models and Risk Methodologies

155 Wellington St. West, 16-th floor

Toronto, ON M5V 3K7

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

88

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

On Certain Goodness-of-Fit Tests in Operational Risk Modeling

Journal of Operational Risk 12(2), 1-21, 2017, DOI: 10.21314/JOP.2017.189
Number of pages: 28 Posted: 29 Oct 2016 Last Revised: 07 Jun 2017
Kirill Mayorov, James Hristoskov and N Balakrishnan
RBC Financial Group, RBC Financial Group and McMaster University
Downloads 88 (298,170)

Abstract:

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operational risk, goodness-of-fit, limiting distributions, convergence

2.

On a Family of Weighted Cramér–Von Mises Goodness-of-Fit Tests in Operational Risk Modeling

Journal of Operational Risk, Forthcoming
Number of pages: 21 Posted: 09 Jun 2017
RBC Financial Group, RBC Financial Group and McMaster University
Downloads 0 (691,249)
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Abstract:

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operational risk, hypothesis testing, goodness-of-fit, limiting distributions, convergence