A nonparametric operational risk modeling approach based on Cornish-Fisher expansion
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Publication:2321520
DOI10.1155/2014/839731zbMath1422.91544OpenAlexW2018437798WikidataQ59038195 ScholiaQ59038195MaRDI QIDQ2321520
Jianming Chen, Dengsheng Wu, Xiaoqian Zhu, Yongjia Xie, Jichuang Feng, Lijun Gao, Yingqi YangHuo, Jian-ping Li
Publication date: 23 August 2019
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/839731
Applications of statistics to actuarial sciences and financial mathematics (62P05) Macroeconomic theory (monetary models, models of taxation) (91B64)
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