Discrete Dynamics in Nature and Society / 2014 / Article / Tab 1

Research Article

A Nonparametric Operational Risk Modeling Approach Based on Cornish-Fisher Expansion

Table 1

Summary statistics of loss severity and logarithmic loss severity.

Min.Max.MedianMeanSDSkewnessKurtosis

Panel A: statistics of loss severity
0.01800000155.0311405.8350083.258.5191.63

Panel B: statistics of logarithmic loss severity
−4.6113.595.045.323.310.152.18

SD: standard deviation.

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