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 (, 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 ( —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.