Nonparametric estimation of operational risk losses adjusted for underreporting
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Nonparametric estimation of operational risk losses adjusted for underreporting. / Buch-Kromann, Tine; Englund, Martin; Gustafsson, Jim Krister Angantyr; Nielsen, J.P; Thuring, F.
In: Scandinavian Actuarial Journal, No. 4, 2007, p. 293-304.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Buch-Kromann, T, Englund, M, Gustafsson, JKA, Nielsen, JP & Thuring, F 2007, 'Nonparametric estimation of operational risk losses adjusted for underreporting', Scandinavian Actuarial Journal, no. 4, pp. 293-304.
APA
Buch-Kromann, T., Englund, M., Gustafsson, J. K. A., Nielsen, J. P., & Thuring, F. (2007). Nonparametric estimation of operational risk losses adjusted for underreporting. Scandinavian Actuarial Journal, (4), 293-304.
Vancouver
Buch-Kromann T, Englund M, Gustafsson JKA, Nielsen, JP, Thuring F. Nonparametric estimation of operational risk losses adjusted for underreporting. Scandinavian Actuarial Journal. 2007;(4):293-304.
Author
Bibtex
@article{5e21bc00a1e711debc73000ea68e967b,
title = "Nonparametric estimation of operational risk losses adjusted for underreporting",
author = "Tine Buch-Kromann and Martin Englund and Gustafsson, {Jim Krister Angantyr} and J.P Nielsen, and F. Thuring",
year = "2007",
language = "English",
pages = "293--304",
journal = "Scandinavian Actuarial Journal",
issn = "0346-1238",
publisher = "Taylor & Francis Scandinavia",
number = "4",
}
RIS
TY - JOUR
T1 - Nonparametric estimation of operational risk losses adjusted for underreporting
AU - Buch-Kromann, Tine
AU - Englund, Martin
AU - Gustafsson, Jim Krister Angantyr
AU - Nielsen,, J.P
AU - Thuring, F.
PY - 2007
Y1 - 2007
M3 - Journal article
SP - 293
EP - 304
JO - Scandinavian Actuarial Journal
JF - Scandinavian Actuarial Journal
SN - 0346-1238
IS - 4
ER -
ID: 14438916