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Operational risk modelling in insurance and banking
Vukovic, Ognjen, (2016)
Measuring Operational Risk Using a Mean Scaled Individual Risk Model
Hürlimann, Werner, (2018)
Tail dependency in operational risk models
Sheikh, Ahraz, (2005)
A multivariate aggregate loss model
Ren, Jiandong, (2012)
Value-at-risk and ruin probability
On the use of long-term risk measures as an approach to communicating risks
Ren, Jiandong, (2016)