Non-parametric estimation of operational risk losses adjusted for under-reporting (Q3608230): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric estimation of operational risk losses adjusted for under-reporting |
scientific article |
Statements
Non-parametric estimation of operational risk losses adjusted for under-reporting (English)
0 references
28 February 2009
0 references
operational risk
0 references
Solvency II
0 references
under-reporting
0 references
non-parametric smoothing
0 references
semi-parametric kernel density estimation
0 references
tail flattening transformation
0 references
prior knowledge
0 references
