Modelling operational risk severities with kernel density estimation using the Champernowne transformation.

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Standard

Modelling operational risk severities with kernel density estimation using the Champernowne transformation. / Gustafsson, Jim Krister Angantyr.

I: I C F A I Journal of Risk and Insurance, Bind 3, Nr. 4, 2006, s. 39-75.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Harvard

Gustafsson, JKA 2006, 'Modelling operational risk severities with kernel density estimation using the Champernowne transformation.', I C F A I Journal of Risk and Insurance, bind 3, nr. 4, s. 39-75.

APA

Gustafsson, J. K. A. (2006). Modelling operational risk severities with kernel density estimation using the Champernowne transformation. I C F A I Journal of Risk and Insurance, 3(4), 39-75.

Vancouver

Gustafsson JKA. Modelling operational risk severities with kernel density estimation using the Champernowne transformation. I C F A I Journal of Risk and Insurance. 2006;3(4):39-75.

Author

Gustafsson, Jim Krister Angantyr. / Modelling operational risk severities with kernel density estimation using the Champernowne transformation. I: I C F A I Journal of Risk and Insurance. 2006 ; Bind 3, Nr. 4. s. 39-75.

Bibtex

@article{1c6cccd09dd911debc73000ea68e967b,
title = "Modelling operational risk severities with kernel density estimation using the Champernowne transformation.",
author = "Gustafsson, {Jim Krister Angantyr}",
year = "2006",
language = "English",
volume = "3",
pages = "39--75",
journal = "The I U P Journal of Risk and Insurance",
issn = "0972-933X",
publisher = "I U P Publications",
number = "4",

}

RIS

TY - JOUR

T1 - Modelling operational risk severities with kernel density estimation using the Champernowne transformation.

AU - Gustafsson, Jim Krister Angantyr

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 3

SP - 39

EP - 75

JO - The I U P Journal of Risk and Insurance

JF - The I U P Journal of Risk and Insurance

SN - 0972-933X

IS - 4

ER -

ID: 14332804