微信扫一扫
实时资讯全掌握
|
Which of the following statements is correct regarding the development of an aggregated loss distribution? A. It is relatively easy to draw robust conclusions across individual banks, Basel events, and business lines when evaluating operational loss data. B. The negative binomial distribution does not allow very much flexibility in terms of the range of possible outcomes from year to year. C. Monte Carlo simulation is used to estimate the aggregate loss distribution assuming several possible distributions for the model. D. The Poisson distribution is a two-parameter approach that allows for greater dispersion in the operational loss frequency distributions. |