Measuring the capital charge for operational risk of a bank with the large deviation approach

Published 2013 View Full Article

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Title
Measuring the capital charge for operational risk of a bank with the large deviation approach
Authors
Keywords
-
Journal
MATHEMATICAL AND COMPUTER MODELLING
Volume 58, Issue 9-10, Pages 1634-1647
Publisher
Elsevier BV
Online
2013-07-30
DOI
10.1016/j.mcm.2013.07.001

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