top of page
Rechercher
  • Photo du rédacteurHélène Dufour

Composite Tukey-type distributions with application to operational risk management

Operational risk modeling requires flexible distributions for non-negative values, particularly those exhibiting heavy-tail behavior. Composite or spliced models, like composite Tukey-type distributions, are gaining attention for their ability to handle extreme and ordinary observations effectively. This paper explores the flexibility of such distributions, offering empirical validation with operational risk data.


Posts récents

Voir tout

Opmerkingen


bottom of page