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Stefan Kerbl
Publications 1
Published on Sep 1, 2014in Journal of Operational Risk 0.73
Stefan Kerbl1
Estimated H-index: 1
We explore a new data source of operational loss events, the Austrian Loss Data Collection, featuring more than 42 000 observations. We provide statistical characteristics per event type and business line and analyze the cross-time and crosssection of the data. Subsequently, we make use of the data to address a central question of operational risk research: which approach is best suited to model the severity distribution of a single loss? Scientific attention to this question resulted in three m...