@article{seminonparametricestimationofoperational,
  title = {Semi-nonparametric Estimation of Operational Risk Capital with Extreme Loss Events},
  author = {Heng Z. Chen and Stephen R. Cosslett},
  year = {2021},
  eprint = {2111.11459},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2111.11459v2},
}