Open AccessPredicting Operational Loss Exposure Using Past Losses
Author(s) -
Filippo Curti,
Marco Migueis
Publication year - 2016
Publication title -
finance and economics discussion series
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2016.002
Subject(s) - quantile , quantile regression , operational risk , econometrics , computer science , statistics , reliability engineering , mathematics , risk management , engineering , economics , management