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USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK - MaRDI portal

USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK (Q4563776)

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scientific article; zbMATH DE number 6880333
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USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK
scientific article; zbMATH DE number 6880333

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    USING WEIGHTED DISTRIBUTIONS TO MODEL OPERATIONAL RISK (English)
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    4 June 2018
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    operational risk
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    loss data
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    bias
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    weighted distributions
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    value at risk
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