Non-parametric estimation of operational risk losses adjusted for under-reporting
Tine Buch-Kromann · Artikkel · Engelsk
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*0011445939 *008080201s2007 xx# 000 0 eng *019 $bk *08230$a368.01 *100 $aBuch-Kromann, Tine$uUniversity of Copenhagen and Royal & SunAlliance, Codan Insurance, Copenhagen V, Denmark : tbl@codan.dk$_161299800 *245 $aNon-parametric estimation of operational risk losses adjusted for under-reporting *300 $aS. [293]-304 : ill. *5208 $aInneholder sammendrag *650 $abetalingsevne$9nor$2norart$_130191400 *650 $aforsikringsselskaper$2norart$_33730900 *650 $arisiko$9nor$2norart$_132360100 *653 $anon-parametric smoothing$9eng$_161299900 *653 $aoperational risk$9eng$_161300000 *653 $aprior knowledge$9eng$_144363900 *653 $asemiparametric kernel density estimation$9eng$_161300100 *653 $asolvency II$9eng$_160579100 *653 $atail flattening transformation$9eng$_161300200 *653 $aunder-reporting$9eng$_141339600 *700 $aEnglund, Martin;$uAarhus School of Business and Royal & SunAlliance, Codan Insurance, Copenhagen V, Denmark$_161300300 *700 $aGustafsson, Jim;$uUniversity of Copenhagen and Royal & SunAlliance, Codan Insurance, Copenhagen V, Denmark$_161300400 *700 $aPerch Nielsen, Jens;$uCass Business School, City University, London, United Kingdom$_161300500 *700 $aThuring, Fredrik$uRoyal & SunAlliance, Codan Insurance, Copenhagen V, Denmark$_161300600 *773 $tScandinavian actuarial journal$gNo. 4 (2007)$x0346-1238$w(NO-LaBS)941286(tnr) *8564 $uhttps://doi.org/10.1080/03461230701642471 *999 $z800421634$anorart:800421634 ^