Category: Rstat

More about Flexible Frequency Models

Modeling the frequency is one of the most important aspects in operational risk models. In the previous post (https://statcompute.wordpress.com/2016/05/13/more-flexible-approaches-to-model-frequency), the importance of flexible modeling approaches for both under-dispersion and over-dispersion...continue reading.

Modified Park Test in SAS

The severity measure in operational loss models has an empirical distribution with positive values and a long tail to the far right. To estimate regression models for severity measures with...continue reading.

Five Questions about Data Science

From Safari Books Online (https://www.safaribooksonline.com/blog/2016/02/10/data-science-qa/) —Recently, we were able to ask five questions of Murtaza Haider, about the new book from IBM Press called “Getting Started with Data Science: Making Se…continue reading.