Fast, Accurate, Straightforward Extreme Quantiles of Compound Loss Distributions
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Published:2016
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
Reference40 articles.
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2. Operational VaR: meaningful means;K B�cker;RISK Magazine,2006
3. Adding prior knowledge to quantitative operational risk models