Treatment of incomplete data in the field of operational risk

the effects on parameter estimates, EL and UL figures

Anna Chernobai, Christian Menn, Svetlozar T. Rachev, Stefan Trück, Marco Moscadelli

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationThe Advanced measurement approach to operational risk
EditorsEllen Davis
Place of PublicationLondon
PublisherRisk Books
Pages145-168
ISBN (Print)1904339883
Publication statusPublished - 2006
Externally publishedYes

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