Quantifying operational risk guided by kernel smoothing and continuous credibility

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Standard

Quantifying operational risk guided by kernel smoothing and continuous credibility. / Gustafsson, Jim Krister Angantyr; Nielsen, J.P.; Pritchard, P.; Roberts, D.

I: I C F A I Journal of Financial Risk Management, Bind 3, Nr. 3, 2006, s. 30-44.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

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, bind 3, nr. 3, s. 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

Gustafsson, Jim Krister Angantyr ; Nielsen, J.P. ; Pritchard, P. ; Roberts, D. / Quantifying operational risk guided by kernel smoothing and continuous credibility. I: I C F A I Journal of Financial Risk Management. 2006 ; Bind 3, Nr. 3. s. 30-44.

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