Discrete Dynamics in Nature and Society / 2014 / Article / Tab 3

Research Article

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

Table 3

Estimated parameters for Cornish-Fisher expansion.


Moments010.152.180.69


Cumulants010.15−0.82−0.83

to denote the first moment to the fifth moment. to denote the first cumulant to the fifth cumulant.

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