The following represents disclosure information provided by authors of this manuscript. All relationships are considered compensated. Relationships are self-held unless noted. I = Immediate Family ...
Typically, operational risk losses are reported above some threshold. This paper studies the impact of ignoring data truncation on the 0.999 quantile of the annual loss distribution for operational ...
This paper discusses the effects of the existence of natural and/or exogenously imposed thresholds in firm size distributions on estimations of the relation between firm size and the variance in firm ...
At work we use a homemade ticket system coded in ASP to track users' problems here at work. Basically, every user has a shortcut on their desktop that opens up a form that allows them to type a ...
Chain-of-events data are longitudinal observations on a succession of events that can only occur in a prescribed order. One goal in an analysis of this type of data is to determine the distribution of ...