Modelling operational risk severities with kernel density estimation using the Champernowne transformation.
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Modelling operational risk severities with kernel density estimation using the Champernowne transformation. / Gustafsson, Jim Krister Angantyr.
In: I C F A I Journal of Risk and Insurance, Vol. 3, No. 4, 2006, p. 39-75.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Gustafsson, JKA 2006, 'Modelling operational risk severities with kernel density estimation using the Champernowne transformation.', I C F A I Journal of Risk and Insurance, vol. 3, no. 4, pp. 39-75.
APA
Gustafsson, J. K. A. (2006). Modelling operational risk severities with kernel density estimation using the Champernowne transformation. I C F A I Journal of Risk and Insurance, 3(4), 39-75.
Vancouver
Gustafsson JKA. Modelling operational risk severities with kernel density estimation using the Champernowne transformation. I C F A I Journal of Risk and Insurance. 2006;3(4):39-75.
Author
Bibtex
@article{1c6cccd09dd911debc73000ea68e967b,
title = "Modelling operational risk severities with kernel density estimation using the Champernowne transformation.",
author = "Gustafsson, {Jim Krister Angantyr}",
year = "2006",
language = "English",
volume = "3",
pages = "39--75",
journal = "The I U P Journal of Risk and Insurance",
issn = "0972-933X",
publisher = "I U P Publications",
number = "4",
}
RIS
TY - JOUR
T1 - Modelling operational risk severities with kernel density estimation using the Champernowne transformation.
AU - Gustafsson, Jim Krister Angantyr
PY - 2006
Y1 - 2006
M3 - Journal article
VL - 3
SP - 39
EP - 75
JO - The I U P Journal of Risk and Insurance
JF - The I U P Journal of Risk and Insurance
SN - 0972-933X
IS - 4
ER -
ID: 14332804