Essays about: "Mattias Wärmlös Helmrich"
Found 1 essay containing the words Mattias Wärmlös Helmrich.
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1. Operational Risk Modeling: Addressing the Reporting Threshold Problem
University essay from KTH/Matematisk statistikAbstract : 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
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