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Mathematical Problems in Engineering
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Mathematical Problems in Engineering
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2014
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Article
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Tab 5
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Research Article
Operational Risk Aggregation across Business Lines Based on Frequency Dependence and Loss Dependence
Table 5
Parameters estimation and goodness of fit test results of loss distribution.
ā
Yearly loss
KS test
ā
Distribution
Parameters
value
value
BL3
Lognormal
,
0.21
0.32
BL4
Lognormal
,
0.19
0.46
BL5
Lognormal
,
0.17
0.59