Enterprise Risk Management Slides

Operational Risk [33]

Go to: Summary | Previous | Next
Bullet points include: Ni,j(t) assumed to be counting process for a time homogeneous Poisson process with intensity parameter lambda i,j: lambda i,j found by calibrating model to expert data. Analysis with and without dependence between risk factors

Bullet points include: Ni,j(t) assumed to be counting process for a time homogeneous Poisson process with intensity parameter lambda i,j: lambda i,j found by calibrating model to expert data. Analysis with and without dependence between risk factors

NAVIGATION LINKS
Contents | Prev | Next | ERM Lecture Series

Desktop view | Switch to Mobile