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Revision as of 02:16, 20 April 2024
scientific article; zbMATH DE number 6773512
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English | THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT |
scientific article; zbMATH DE number 6773512 |
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THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT (English)
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8 September 2017
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sensitivity analysis
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quantitative operational risk management
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regular variation
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value at risk
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