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  • 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.

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