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 proceeding › Chapter › peer-review

Original language	English
Title of host publication	The Advanced measurement approach to operational risk
Editors	Ellen Davis
Place of Publication	London
Publisher	Risk Books
Pages	145-168
ISBN (Print)	1904339883
Publication status	Published - 2006
Externally published	Yes

Cite this

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title = "Treatment of incomplete data in the field of operational risk: the effects on parameter estimates, EL and UL figures",

author = "Anna Chernobai and Christian Menn and Rachev, {Svetlozar T.} and Stefan Tr{\"u}ck and Marco Moscadelli",

year = "2006",

language = "English",

isbn = "1904339883",

pages = "145--168",

editor = "Ellen Davis",

booktitle = "The Advanced measurement approach to operational risk",

publisher = "Risk Books",

}

Treatment of incomplete data in the field of operational risk: the effects on parameter estimates, EL and UL figures. / Chernobai, Anna; Menn, Christian; Rachev, Svetlozar T. et al.
The Advanced measurement approach to operational risk. ed. / Ellen Davis. London: Risk Books, 2006. p. 145-168.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

TY - CHAP

T1 - Treatment of incomplete data in the field of operational risk

T2 - the effects on parameter estimates, EL and UL figures

AU - Chernobai, Anna

AU - Menn, Christian

AU - Rachev, Svetlozar T.

AU - Trück, Stefan

AU - Moscadelli, Marco

PY - 2006

Y1 - 2006

M3 - Chapter

SN - 1904339883

SP - 145

EP - 168

BT - The Advanced measurement approach to operational risk

A2 - Davis, Ellen

PB - Risk Books

CY - London

ER -