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Estimation theory / Statistical theory / Log-normal distribution / Truncation / Maximum likelihood / Parameter / Truncated normal distribution / Statistics / Normal distribution / Probability and statistics


Estimation of Truncated Data Samples in Operational Risk Modeling ✩ Bakhodir Ergashev, Konstantin Pavlikov, Stan Uryasev, Evangelos Sekeris First draft: January 2011, This draft: April 2014 Correspondence should be add
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Document Date: 2014-04-02 14:15:59

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Gainesville / Washington / DC / Columbia / /

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Pearson / AON / /

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United States / /

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Product Issues / /

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University of Florida / Weil Hall / /

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statistical software products / convolution algorithms / moments solution / obtained solutions / optimization algorithms / insurance industry / /

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Comptroller of the Currency / International Settlements Basel Committee on Banking Supervision / University of Florida / Department of Industrial and Systems Engineering / Risk Management and Financial Engineering Lab / /

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Evangelos Sekeris / Stan Uryasev / Konstantin Pavlikov / /

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Governor / truncated lognormal severity model operational losses / Fisher / /

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Land Parkway / Suite / /

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Florida / Maryland / /

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ufl / /

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convolution algorithms / optimization algorithms / simulation / pdf / /

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