Implementing loss distribution approach for operational risk (Q3103153)

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scientific article; zbMATH DE number 5981193
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    Implementing loss distribution approach for operational risk
    scientific article; zbMATH DE number 5981193

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      Implementing loss distribution approach for operational risk (English)
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      26 November 2011
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      operational risk
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      loss distribution approach
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      Bayesian inference
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      dependence modeling
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      Basel II
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