Quantifying operational risk guided by kernel smoothing and continuous credibility
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Quantifying operational risk guided by kernel smoothing and continuous credibility. / Gustafsson, Jim Krister Angantyr; Nielsen, J.P.; Pritchard, P.; Roberts, D.
In: I C F A I Journal of Financial Risk Management, Vol. 3, No. 3, 2006, p. 30-44.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Gustafsson, JKA, Nielsen, JP, Pritchard, P & Roberts, D 2006, 'Quantifying operational risk guided by kernel smoothing and continuous credibility', I C F A I Journal of Financial Risk Management, vol. 3, no. 3, pp. 30-44.
APA
Gustafsson, J. K. A., Nielsen, J. P., Pritchard, P., & Roberts, D. (2006). Quantifying operational risk guided by kernel smoothing and continuous credibility. I C F A I Journal of Financial Risk Management, 3(3), 30-44.
Vancouver
Gustafsson JKA, Nielsen JP, Pritchard, P, Roberts, D. Quantifying operational risk guided by kernel smoothing and continuous credibility. I C F A I Journal of Financial Risk Management. 2006;3(3):30-44.
Author
Bibtex
@article{d5bc0870a1eb11debc73000ea68e967b,
title = "Quantifying operational risk guided by kernel smoothing and continuous credibility",
author = "Gustafsson, {Jim Krister Angantyr} and J.P. Nielsen and P. Pritchard, and D. Roberts,",
year = "2006",
language = "English",
volume = "3",
pages = "30--44",
journal = "The I U P Journal of Financial Risk Management",
issn = "0972-916X",
publisher = "I U P Publications",
number = "3",
}
RIS
TY - JOUR
T1 - Quantifying operational risk guided by kernel smoothing and continuous credibility
AU - Gustafsson, Jim Krister Angantyr
AU - Nielsen, J.P.
AU - Pritchard,, P.
AU - Roberts,, D.
PY - 2006
Y1 - 2006
M3 - Journal article
VL - 3
SP - 30
EP - 44
JO - The I U P Journal of Financial Risk Management
JF - The I U P Journal of Financial Risk Management
SN - 0972-916X
IS - 3
ER -
ID: 14439023