Composite Tukey-type distributions with application to operational risk management
Year of publication: |
2024
|
---|---|
Authors: | Möstel, Linda ; Fischer, Matthias ; Pfeuffer, Marius |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1755-2710, ZDB-ID 2254119-6. - Vol. 19.2024, 1, p. 1-27
|
Subject: | composite distributions | spliced distributions | Tukey-type distributions | skewness | kurtosis | loss data | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Operationelles Risiko | Operational risk | Theorie | Theory | Einkommensverteilung | Income distribution |
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