Non-parametric estimation of operational risk losses adjusted for under-reporting (Q3608230): Difference between revisions

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Latest revision as of 02:08, 29 June 2024

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Non-parametric estimation of operational risk losses adjusted for under-reporting
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    Non-parametric estimation of operational risk losses adjusted for under-reporting (English)
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    28 February 2009
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    operational risk
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    Solvency II
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    under-reporting
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    non-parametric smoothing
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    semi-parametric kernel density estimation
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    tail flattening transformation
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    prior knowledge
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