Enterprise Risk Management Slides

Operational Risk [27]

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Bullet points include: Sometimes nature of risk may suggest that hazard rate changes through time. Can be achieved using e.g. Weibull distribution (has two parameters, rho and K, exponential a special case with K = 1): Or via other distributions, cdfs; likewise if hazard rate increases through time, C.f. mortality ‘laws’

Bullet points include: Sometimes nature of risk may suggest that hazard rate changes through time. Can be achieved using e.g. Weibull distribution (has two parameters, rho and K, exponential a special case with K = 1): Or via other distributions, cdfs; likewise if hazard rate increases through time, C.f. mortality ‘laws’

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