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Non-parametric estimation of operational risk losses adjusted for under-reporting
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/978-1-4899-3324-9openalex-snapshot
Density Estimation for Statistics and Data Analysis
inferredcites →https://doi.org/10.1016/0165-4896(89)90047-4openalex-snapshot
Statistical models and shoe leather
inferredcites →https://doi.org/10.1016/j.jeconom.2007.01.018openalex-snapshot
Local multiplicative bias correction for asymmetric kernel density estimators
inferredcites →https://doi.org/10.1016/s0167-6687(02)00191-9openalex-snapshot
Kernel density estimation of actuarial loss functions
inferredcites →https://doi.org/10.1057/palgrave.gpp.2510129openalex-snapshot
Using External Data in Operational Risk
inferredcites →https://doi.org/10.1080/01621459.1991.10475041openalex-snapshot
Transformations in Density Estimation
inferredcites →https://doi.org/10.1080/01621459.1994.10476816openalex-snapshot
Versions of Kernel-Type Regression Estimators
inferredcites →https://doi.org/10.1080/02331880500439782openalex-snapshot
Kernel density estimation for heavy-tailed distributions using the champernowne transformation
inferredcites →https://doi.org/10.1080/10920277.1999.10595795openalex-snapshot
Application of Coherent Risk Measures to Capital Requirements in Insurance
inferredcites →https://doi.org/10.1198/016214503000000945openalex-snapshot
Mobius-Like Mappings and Their Use in Kernel Density Estimation
inferredcites →https://doi.org/10.1201/9781315140919openalex-snapshot
Density Estimation for Statistics and Data Analysis
inferredcites →https://doi.org/10.1214/aos/1032298288openalex-snapshot
Locally parametric nonparametric density estimation
inferredcites →https://doi.org/10.1214/aos/1176324627openalex-snapshot
Nonparametric Density Estimation with a Parametric Start
inferredcites →https://doi.org/10.21314/jop.2006.005openalex-snapshot
Quantifying operational risk guided by kernel smoothing and continuous credibility: A practitioner's view
inferredcites →https://doi.org/10.2139/ssrn.627342openalex-snapshot
Quantifying Operational Risk Guided by Kernel Smoothing and Continuous Credibility
inferredcites →https://doi.org/10.2139/ssrn.715941openalex-snapshot
Claims Cost Estimation of Large Insurance Losses
inferredcites →https://doi.org/10.2307/1907644openalex-snapshot
The Graduation of Income Distributions
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.1150187openalex-extracted
A Mixing Severity Model Incorporating Three Sources of Data for Operational Risk Quantification
inferred← citeshttps://doi.org/10.2139/ssrn.1395682openalex-extracted
Comparison of Tail Performance of the Champernowne Transformed Kernel Density Estimator, the Generalized Pareto Distribution and the G-and-H Distribution
inferred← citeshttps://doi.org/10.2139/ssrn.1480378openalex-extracted
Issues in Operational Risk Capital Modeling
inferred← citeshttps://doi.org/10.2139/ssrn.1640816openalex-extracted
A Loss Distribution for Operational Risk Derived from Pooled Bank Losses
inferred← citeshttps://doi.org/10.2139/ssrn.3049173openalex-extracted
A Model Framework for Measuring and Managing Operational Risks in Treasury Operations in Financial Institutions
inferred← citeshttps://doi.org/10.2139/ssrn.926309openalex-extracted
A Suitable Parametric Model For Operational Risk Applications
inferred← citeshttps://doi.org/10.1007/s10463-010-0313-6openalex-snapshot
Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data
inferred← citeshttps://doi.org/10.1016/j.insmatheco.2010.10.002openalex-snapshot
Multivariate Density Estimation Using Dimension Reducing Information and Tail Flattening Transformations
inferred← citeshttps://doi.org/10.1057/gpp.2012.4openalex-snapshot
Operational Losses for the Capital Charge of Health Insurers: Lessons from Spain
inferred← citeshttps://doi.org/10.1080/03461238.2019.1598482openalex-snapshot
Multivariate Cox Hidden Markov models with an application to operational risk
inferred← citeshttps://doi.org/10.21314/jop.2008.049openalex-snapshot
A mixing model for operational risk
inferred← citeshttps://doi.org/10.21314/jop.2008.050openalex-snapshot
Combining underreported internal and external data for operational risk measurement
inferred← citeshttps://doi.org/10.21314/jop.2010.078openalex-snapshot
A review of the key issues in operational risk capital modeling
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