Incorporating single and multiple losses in operational risk: a multi-period perspective
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Title
Incorporating single and multiple losses in operational risk: a multi-period perspective
Authors
Keywords
risk management, multi-period risk modeling, operational risk
Journal
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
Volume 69, Issue 3, Pages 358-371
Publisher
Informa UK Limited
Online
2017-04-21
DOI
10.1057/s41274-017-0225-4
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