Model Uncertainty in Operational Risk Modeling Due to Data Truncation: A Single Risk Case

Daoping Yu; Vytaras Brazauskas

doi:10.3390/risks5030049

Model Uncertainty in Operational Risk Modeling Due to Data Truncation: A Single Risk Case

Risks ◽

10.3390/risks5030049 ◽

2017 ◽

Vol 5 (3) ◽

pp. 49 ◽

Cited By ~ 3

Author(s):

Daoping Yu ◽

Vytaras Brazauskas

Keyword(s):

Model Uncertainty ◽

Operational Risk ◽

Risk Modeling ◽

Data Truncation ◽

Operational Risk Modeling

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Model Uncertainty in Operational Risk Modeling

SSRN Electronic Journal ◽

10.2139/ssrn.2603369 ◽

2015 ◽

Author(s):

Daoping Yu ◽

Vytaras Brazauskas

Keyword(s):

Model Uncertainty ◽

Operational Risk ◽

Risk Modeling ◽

Operational Risk Modeling

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Applying robust methods to operational risk modeling

The Journal of Operational Risk ◽

10.21314/jop.2006.003 ◽

2006 ◽

Vol 1 (1) ◽

pp. 27-41 ◽

Cited By ~ 21

Author(s):

Anna Chernobai ◽

Svetlozar Rachev

Keyword(s):

Operational Risk ◽

Risk Modeling ◽

Robust Methods ◽

Operational Risk Modeling

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Practices and issues in operational risk modeling under Basel II

Lithuanian Mathematical Journal ◽

10.1007/s10986-011-9118-4 ◽

2011 ◽

Vol 51 (2) ◽

pp. 180-193 ◽

Cited By ~ 6

Author(s):

Paul Embrechts ◽

Marius Hofert

Keyword(s):

Operational Risk ◽

Basel Ii ◽

Risk Modeling ◽

Operational Risk Modeling

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Implications of Alternative Operational Risk Modeling Techniques

10.3386/w11103 ◽

2005 ◽

Cited By ~ 28

Author(s):

Patrick de Fontnouvelle ◽

John Jordan ◽

Eric Rosengren

Keyword(s):

Operational Risk ◽

Risk Modeling ◽

Modeling Techniques ◽

Operational Risk Modeling

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Operational Risk: Modeling Analytics

Technometrics ◽

10.1198/tech.2007.s685 ◽

2007 ◽

Vol 49 (4) ◽

pp. 492-492

Author(s):

Kristina Sendova

Keyword(s):

Operational Risk ◽

Risk Modeling ◽

Operational Risk Modeling

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Implications of Alternative Operational Risk Modeling Techniques

The Risks of Financial Institutions ◽

10.7208/chicago/9780226092980.003.0011 ◽

2013 ◽

pp. 475-511 ◽

Cited By ~ 8

Author(s):

Patrick de Fontnouvelle ◽

Eric S. Rosengren ◽

John S. Jordan

Keyword(s):

Operational Risk ◽

Risk Modeling ◽

Modeling Techniques ◽

Operational Risk Modeling

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Transform approach for operational risk modeling: value-at-risk and tail conditional expectation

The Journal of Operational Risk ◽

10.21314/jop.2008.045 ◽

2008 ◽

Vol 3 (2) ◽

pp. 45-61 ◽

Cited By ~ 8

Author(s):

Jiwook Jang ◽

Genyuan Fu

Keyword(s):

At Risk ◽

Conditional Expectation ◽

Value At Risk ◽

Operational Risk ◽

Risk Modeling ◽

Tail Conditional Expectation ◽

Operational Risk Modeling

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An approach to operational risk modeling and estimation of safety levels for deep water work class remotely operated vehicle—A case study with reference to ROSUB 6000

Journal of Ocean Engineering and Science ◽

10.1016/j.joes.2016.03.005 ◽

2016 ◽

Vol 1 (2) ◽

pp. 109-118 ◽

Cited By ~ 2

Author(s):

N. Vedachalam ◽

R. Ramesh ◽

V.B.N. Jyothi ◽

G.A. Ramadass ◽

M.A. Atmanand

Keyword(s):

Deep Water ◽

Operational Risk ◽

Risk Modeling ◽

Remotely Operated Vehicle ◽

Operational Risk Modeling ◽

Work Class ◽

Water Work

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Estimation of Truncated Data Samples in Operational Risk Modeling

Journal of Risk & Insurance ◽

10.1111/jori.12062 ◽

2015 ◽

Vol 83 (3) ◽

pp. 613-640 ◽

Cited By ~ 6

Author(s):

Bakhodir Ergashev ◽

Konstantin Pavlikov ◽

Stan Uryasev ◽

Evangelos Sekeris

Keyword(s):

Operational Risk ◽

Risk Modeling ◽

Truncated Data ◽

Operational Risk Modeling

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New approaches to operational risk modeling

IBM Journal of Research and Development ◽

10.1147/jrd.2014.2321851 ◽

2014 ◽

Vol 58 (4) ◽

pp. 3:1-3:9 ◽

Cited By ~ 3

Author(s):

K. Duch ◽

Y. Jiang ◽

A. Kreinin

Keyword(s):

Operational Risk ◽

Risk Modeling ◽

New Approaches ◽

Operational Risk Modeling

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