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The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
Degen, Matthias, Embrechts, Paul, Lambrigger, Dominik D.Volume:
37
Language:
english
Journal:
ASTIN Bulletin
DOI:
10.1017/s0515036100014860
Date:
November, 2007
File:
PDF, 661 KB
english, 2007