A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS)

Publisher: Cambridge University Press

E-ISSN: 1748-5002|7|1|61-100

ISSN: 1748-4995

Source: Annals of Actuarial Science, Vol.7, Iss.1, 2012-10, pp. : 61-100

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Abstract