Modelling operational risk severities with kernel density estimation using the Champernowne transformation.
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | I C F A I Journal of Risk and Insurance |
Volume | 3 |
Issue number | 4 |
Pages (from-to) | 39-75 |
ISSN | 0972-933X |
Publication status | Published - 2006 |
ID: 14332804