Multivariate models for operational risk (Q3063851)

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Multivariate models for operational risk
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    Multivariate models for operational risk (English)
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    15 December 2010
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    dependence model
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    Lévy copula
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    multivariate dependence
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    multivariate Lévy process
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    operational risk
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    Pareto distribution
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    regular variation
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    subexponential distribution
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