Understanding the Economic Determinants of the Severity of Operational Losses: A regularized Generalized Pareto Regression Approac

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Hambuckers, julien

2017 • 49th conference of Société Française de Statistique,

Editorial reviewed

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https://hdl.handle.net/2268/216974

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Keywords :

generalized Pareto regression; operational losses; LASSO; regularization

Disciplines :

Quantitative methods in economics & management

Author, co-author :

Hambuckers, julien ; Université de Liège - ULiège > HEC Liège : UER > Statistique appliquée à la gestion et à l'économie

Language :

English

Title :

Understanding the Economic Determinants of the Severity of Operational Losses: A regularized Generalized Pareto Regression Approac

Publication date :

May 2017

Event name :

49th conference of Société Française de Statistique,

Event organizer :

Société Française de Statistique

Event place :

Avignon, France

Event date :

du 29 mai au 2 juin 2017

By request :

Yes

Audience :

International

Peer reviewed :

Editorial reviewed

Available on ORBi :

since 14 December 2017

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