Application Of The Convolution Operator For Scenario Integration With Loss Data In Operational Risk Modeling

Link

http://www.risk.net/journal-of-operational-risk/technical-paper/2434653/application-of-the-convolution-operator-for-scenario-integration-with-loss-data-in-operational-risk-modeling

Volume

10

Page

23-44

Number

4

Year

2015

Categories

Operational Risk

Publications

Journal of Operational Risk

Authors

Aroda, P., Guergachi, A., & Huang, H.

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