When using the advanced measurement approach to determine required regulatory capital for operational risk, expert opinion is applied via scenario analysis to help quantify exposure to high-severity ...
This is a preview. Log in through your library . Abstract Let $S_\Delta$ denote the class of local subexponential distributions and $F^{*\nu}$ the $\nu-fold ...
A distribution F on (-∞, ∞) is said to belong to the class S(γ) for some γ ≥ 0 if ${\rm lim}_{x\rightarrow \infty}\overline{F}(x-u)/\overline{F}(x)={\rm e ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback