Scaling models for the severity and frequency of external operational loss data

Journal of Banking and Finance

Volumn 34, Issue 7, 2010, Pages 1484-1496

  Dahen, Hela ^a   Dionne, Georges ^a  

^a HEC MONTRÉAL   (Canada)

Author keywords

External operational losses; Frequency distribution; Operational risk in banks; Selection model; Zero inflated count data models

Indexed keywords

EID: 77952670809     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.08.017     Document Type: Article

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