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An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates

An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates

AuthorP. Embrechts, V. Chavez-Demoulin, M. Hofert
JournalJournal of Risk and Insurance
Date1 jan. 2016
CatégorieAcademic Publications
VolumeNA

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