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A review of the state of the art in quantifying operational risk
Benito, Sonia, (2018)
The information value of past losses in operational risk
Curti, Filippo, (2023)
Curti, Filippo, (2022)
Linear correlation and EVT : properties and caveats
Embrechts, Paul, (2009)
Copulas : a personal view
A Darwinian view on internal models
Embrechts, Paul, (2017)