Composite Tukey-type distributions with application to operational risk management
Linda Möstel, Matthias Fischer and Marius Pfeuffer
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2023.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490209