Essays about: "g-and-h distribution"
Found 1 essay containing the words g-and-h distribution.
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1. A Bayesian Approach to Modeling Operational Risk When Data is Scarce
University essay from Lunds universitet/Matematisk statistikAbstract : The goal of this thesis is to investigate whether it is possible to construct an advanced measurement approach (AMA) model for operational risk when the number of internal data points are very scarce. An AMA model should combine internal data, external data, scenario data, and business environment and internal control factors to give a one year VaR estimate with 99. READ MORE
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