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With respect to the loss distribution approach (LDA), which of the following best characterizes a methodology for building an adequate representation in the tail? Establish a threshold representing an absolute value of losses and then: A. use only internal data for losses greater than the threshold and both internal and external data for losses less than the threshold. B. use only internal data for losses less than the threshold and both internal and external data for losses greater than the threshold. C. use only internal data for losses less than the threshold and only internal data for losses greater than the threshold but with a higher weight on the latter. D. use only internal data for losses less than the threshold and only internal data for losses greater than the threshold but with a higher weight on the former. |