Frequency Distributions

This chapter reviews distributions that can be used to model the frequency of operational losses, focusing on the Poisson counting process and its variants. The geometric distribution is useful to model the probability that an event occurs for the first time, given that it has not occurred before. T...

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Bibliographische Detailangaben

Format:	Buchkapitel
Sprache:	eng
Schlagworte:	Brownian motion operational losses Poisson counting Poisson distribution random stochastic process
Online-Zugang:	Volltext
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