Quantifying operational risk guided by kernel smoothing and continuous credibility

Jim Krister Angantyr Gustafsson, J.P. Nielsen, P. Pritchard,, D. Roberts,

Original language	English
Journal	I C F A I Journal of Financial Risk Management
Volume	3
Issue number	3
Pages (from-to)	30-44
ISSN	0972-916X
Publication status	Published - 2006

Cite this

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title = "Quantifying operational risk guided by kernel smoothing and continuous credibility",

author = "Gustafsson, {Jim Krister Angantyr} and J.P. Nielsen and P. Pritchard, and D. Roberts,",

year = "2006",

language = "English",

volume = "3",

pages = "30--44",

journal = "The I U P Journal of Financial Risk Management",

issn = "0972-916X",

publisher = "I U P Publications",

number = "3",

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TY - JOUR

T1 - Quantifying operational risk guided by kernel smoothing and continuous credibility

AU - Gustafsson, Jim Krister Angantyr

AU - Nielsen, J.P.

AU - Pritchard,, P.

AU - Roberts,, D.

PY - 2006

Y1 - 2006

M3 - Journal article

SN - 0972-916X

VL - 3

SP - 30

EP - 44

JO - The I U P Journal of Financial Risk Management

JF - The I U P Journal of Financial Risk Management

IS - 3

ER -