Non-parametric estimation of operational risk losses adjusted for under-reporting (Q3608230)
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scientific article; zbMATH DE number 5520714
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| English | Non-parametric estimation of operational risk losses adjusted for under-reporting |
scientific article; zbMATH DE number 5520714 |
Statements
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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0.8959151
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0.8679112
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0.86161184
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0.85542583
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0.8518456
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0.8512459
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0.8478135
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0.8461272
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