An analytical evaluation method of the operational risk using fast wavelet expansion techniques (Q370885): Difference between revisions

@@ Property / author @@
-Ken-ichi Sato
@@ Property / author: Ken-ichi Sato / rank @@
-Normal rank
@@ Property / author @@
+Ken-ichi Sato
@@ Property / author: Ken-ichi Sato / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G50
@@ Property / Mathematics Subject Classification ID: 91G50 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6209848
@@ Property / zbMATH DE Number: 6209848 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+operational risk
@@ Property / zbMATH Keywords: operational risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+compound Poisson model
@@ Property / zbMATH Keywords: compound Poisson model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+double exponential formula
@@ Property / zbMATH Keywords: double exponential formula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Haar wavelet
@@ Property / zbMATH Keywords: Haar wavelet / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Wynn's epsilon algorithm
@@ Property / zbMATH Keywords: Wynn's epsilon algorithm / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cubic spline interpolation
@@ Property / zbMATH Keywords: cubic spline interpolation / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10690-013-9168-1
+Normal rank
@@ Property / OpenAlex ID @@
+W3122163081
@@ Property / OpenAlex ID: W3122163081 / rank @@
+Normal rank
@@ Property / cites work @@
+A fast wavelet expansion technique for Vasicek multi-factor model of portfolio credit risk
+Normal rank
@@ Property / cites work @@
+Haar wavelets-based approach for quantifying credit portfolio losses
+Normal rank
@@ Property / cites work @@
+A robust double exponential formula for Fourier-type integrals
+Normal rank
@@ Property / cites work @@
+Discovery of the double exponential transformation and its developments
+Normal rank
@@ Property / cites work @@
+A double exponential formula for the Fourier transforms
+Normal rank
@@ Property / cites work @@
+Q4860583
@@ Property / cites work: Q4860583 / rank @@
+Normal rank
@@ Property / cites work @@
+Double exponential formulas for numerical integration
+Normal rank
@@ Property / cites work @@
+Q4888818
@@ Property / cites work: Q4888818 / rank @@
+Normal rank
@@ Property / cites work @@
+On a Device for Computing the e m (S n ) Transformation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:370885