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

Jim Krister Angantyr Gustafsson

Original language	English
Journal	I C F A I Journal of Risk and Insurance
Volume	3
Issue number	4
Pages (from-to)	39-75
ISSN	0972-933X
Publication status	Published - 2006

Cite this

@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",

}