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 |
|---|---|
| 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