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Author

Ro J. Pak

Dankook University, Korea
1 article in our journals

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Research ArticleOpen accessESTIMATING LOSS SEVERITY DISTRIBUTION: CONVOLUTION APPROACHRo J. PakFinancial loss can be classified into two types such as expected loss and unexpected loss. A current definition seeks to separate two losses from a total loss. In this article, however, we redefine a total loss as the sum of expected and unexpended losses; then the distribution of loss can be considered as the convolution of the distributions of both … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 2 May 2014 · 6,896 accessesView PDFCite