Non-parametric estimation of operational risk losses adjusted for under-reporting (Q3608230): Difference between revisions
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Revision as of 19:13, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric estimation of operational risk losses adjusted for under-reporting |
scientific article |
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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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