Concepedia

Alexander Cavallo

AC

Statistics

Publications

3

Citations

62

H-Index

3

Active since

2012

Affiliations

Allstate (United States)(Current)

Alexander Cavallo is an author at Allstate (United States) specializing in operational risk, risk measurement, and risk estimation.

Publications per year

2012–2012

3

Publications

3

Estimating operational risk capital: the challenges of truncation, the hazards of maximum likelihood estimation, and the promise of robust statistics

J.D. Opdyke, Alexander Cavallo · The Journal of Operational Risk · 2012 · 33 citations

, , +17

Treatment of the data collection threshold in operational risk: a case study using the lognormal distribution

Alexander Cavallo, Benjamin Rosenthal, Xiao Wang et al. · The Journal of Operational Risk · 2012 · 15 citations

, , +16

Estimating Operational Risk Capital: The Challenges of Truncation, the Hazards of MLE, and the Promise of Robust Statistics

J.D. Opdyke, Alexander Cavallo · SSRN Electronic Journal · 2012 · 14 citations · Full text

, , +17

1–3 of 3