Deep Fuzzy Credibility Surfaces for Integrating External Databases in the Estimation of Operational Value at Risk
Operational risk (OR) is usually caused by losses due to human errors, inadequate or defective internal processes, system failures, or external events that affect an organization. According to the Basel II agreement, OR is defined by seven risk events: internal fraud, external fraud, labor relations...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-11-01
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| Series: | Sci |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2413-4155/6/4/74 |
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