The challenge of using small sample sizes for operational risk capital models fitted via maximum likelihood estimation is well recognized, yet the literature generally provides warning examples rather ...
In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...
This is a preview. Log in through your library . Abstract In a linear (or affine) functional model the principal parameter is a subspace (respectively an affine subspace) in a finite dimensional inner ...
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