"Measuring the capital charge for operational risk of a bank with the large ..."

Zhaoyang Lu (2013)

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DOI: 10.1016/J.MCM.2013.07.001

access: open

type: Journal Article

metadata version: 2021-02-17

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Zhaoyang Lu:
Measuring the capital charge for operational risk of a bank with the large deviation approach. Math. Comput. Model. 58(9-10): 1634-1647 (2013)

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