Deep Fuzzy Credibility Surfaces for Integrating External Databases in the Estimation of Operational Value at Risk

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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Bibliographic Details
Main Authors: Alejandro Peña, Lina M. Sepúlveda-Cano, Juan David Gonzalez-Ruiz, Nini Johana Marín-Rodríguez, Sergio Botero-Botero
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Sci
Subjects:
operational risk
operational value at risk
deep fuzzy clustering
credibility surfaces
log-logistic activation function
basel agreements
Online Access:https://www.mdpi.com/2413-4155/6/4/74

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https://www.mdpi.com/2413-4155/6/4/74

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