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Using weighted distributions to model operational risk
Lourdes B. Afonso
,
Pedro Corte Real
DM - Departamento de Matemática
Research output
:
Contribution to journal
›
Article
›
peer-review
3
Citations (Scopus)
Overview
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Dive into the research topics of 'Using weighted distributions to model operational risk'. Together they form a unique fingerprint.
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Business & Economics
Bank Risk
7%
Data Base
11%
Factors
2%
Inference
10%
Insurer
6%
Modeling
3%
Operational Risk
100%
Quantification
6%
Simulation
4%
Statistics
4%
Value at Risk
13%