This paper demonstrates that aggregate losses are necessarily low as long as we remain under the standard assumptions of LDA models. Antoine Frachot is on Facebook. Join Facebook to connect with Antoine Frachot and others you may know. Facebook gives people the power to share and. Antoine Frachot¤. First version: March This version: June Abstract. This short note shows that there exists a simple relation between the private ECU .
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Citation Statistics 60 Citations 0 5 10 vrachot ’09 ’12 ’15 ‘ Estimation and Inference in Econometrics. Mixing internal and external data for managing operational risk Antoine FrachotThierry Roncalli All Formats Paperback Sort by: Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method Zhaoyang Lu J.
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CiteSeerX — Loss distribution approach in practice
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