Na, H.S.

value business regression loss data distribution frequency business units equation severity parameter result capital figure relationship level exposure institution power-law relationship section event business unit bu /bl amount power law deviation power-law basel table research management combination capital charge basel committee property modelling component power approach paper order analysis information loss distribution capital requirements confidence period gradient series van den berg system risk modelling h.s report number committee aggregated income aggregated data mechanism bl data sample example gradient parameter erasmu time unit severity distributions banking supervision coefficient experiment bu data data sets significance charge bl /bu regression lines element error assumption simulation column reason