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Computational statistics project in R on "A Simulative Comparison of Goodness-of-Fit Tests (GOFTs) from an Operational Risk Perspective with Focus on Loss Severity Distributions"

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riskManagement

This repository includes important (research paper based) code basis for a computational statistics project in R on "A Simulative Comparison of Goodness-of-Fit Tests (GOFTs) from an Operational Risk Perspective with Focus on Loss Severity Distributions" together with the risk office of a German bank from 31.03.2018-01.07.2018.

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Computational statistics project in R on "A Simulative Comparison of Goodness-of-Fit Tests (GOFTs) from an Operational Risk Perspective with Focus on Loss Severity Distributions"

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