A Note on the Estimation of the Frequency and Severity Distribution of Operational Losses

A. Chernobai, C. Menn, Stefan Trueck, Svetlozar T Rachev

Research output: Contribution to journal › Article › peer-review

Cite this

@article{0c6c845469d84e53aca7218dcc03fdaf,

title = "A Note on the Estimation of the Frequency and Severity Distribution of Operational Losses",

author = "A. Chernobai and C. Menn and Stefan Trueck and Rachev, {Svetlozar T}",

year = "2005",

language = "English",

volume = "30",

pages = "1--10",

journal = "The Mathematical Scientist",

issn = "0312-3685",

publisher = "Applied Probability Trust",

number = "2",

}