Essays about: "Mattias Wärmlös Helmrich"

Found 1 essay containing the words Mattias Wärmlös Helmrich.

  1. 1. Operational Risk Modeling: Addressing the Reporting Threshold Problem

    University essay from KTH/Matematisk statistik

    Author : Oscar Halberg; Mattias Wärmlös Helmrich; [2015]
    Keywords : ;

    Abstract : External loss data are typically left truncated at a reporting threshold. Ignoring this truncation level leads to biased capital charge estimations. This thesis addresses the challenges of recreating the truncated part of the distribution. READ MORE