An analytical evaluation method of the operational risk using fast wavelet expansion techniques (Q370885)
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scientific article; zbMATH DE number 6209848
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| English | An analytical evaluation method of the operational risk using fast wavelet expansion techniques |
scientific article; zbMATH DE number 6209848 |
Statements
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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0.7997305989265442
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0.7966793775558472
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0.7964446544647217
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0.7616136074066162
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0.7579779624938965
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