An analytical evaluation method of the operational risk using fast wavelet expansion techniques (Q370885): Difference between revisions
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Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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Property / Mathematics Subject Classification ID: 91G50 / rank | |||
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Property / zbMATH DE Number: 6209848 / rank | |||
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operational risk | |||
Property / zbMATH Keywords: operational risk / rank | |||
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compound Poisson model | |||
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double exponential formula | |||
Property / zbMATH Keywords: double exponential formula / rank | |||
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Haar wavelet | |||
Property / zbMATH Keywords: Haar wavelet / rank | |||
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Wynn's epsilon algorithm | |||
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cubic spline interpolation | |||
Property / zbMATH Keywords: cubic spline interpolation / rank | |||
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Revision as of 09:23, 29 June 2023
scientific article
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English | An analytical evaluation method of the operational risk using fast wavelet expansion techniques |
scientific article |
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An analytical evaluation method of the operational risk using fast wavelet expansion techniques (English)
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20 September 2013
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operational risk
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compound Poisson model
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double exponential formula
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Haar wavelet
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Wynn's epsilon algorithm
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cubic spline interpolation
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