Typically, operational risk losses are reported above some threshold. This paper studies the impact of ignoring data truncation on the 0.999 quantile of the annual loss distribution for operational ...
I've seen similar intermittent errors like that with other databases as well. Same cause; too many characters in total, not a specific field. (And noticed a comment in one database saying somehting ...
Doubly truncated data arise when the variable of interest is observable only if it falls between pre‐specified lower and upper bounds. This phenomenon poses significant challenges to statistical ...