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 proceedingChapterpeer-review

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

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