Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness J.D. Opdyke, Head of Operational Risk Modeling, Quantitative Methods Group, GE Capital [removed]

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Date: 2014-11-25 16:17:34 Mathematical sciences Statistical inference Advanced measurement approach Basel II Statistical theory Value at risk Financial risk modeling Maximum likelihood Estimator Statistics Actuarial science Estimation theory		Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness J.D. Opdyke, Head of Operational Risk Modeling, Quantitative Methods Group, GE Capital [removed] Add to Reading List Source URL: www.datamineit.com Download Document from Source Website File Size: 781,75 KB Share Document on Facebook

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