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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory

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Introduction.- Operational Risk.- The g-and-h Distribution.- Probabilistic view of Operational Risk.- Possibility Theory for Operational Risk.- Possibilistic View of Operational Risk.- Simulation Results.- A case Iron ore Mining in India.- Evaluation of the Possibilistic Quantification of Operational Risk.- Summary and Future Research.

208 pages, Paperback

First published February 22, 2016

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Arindam Chaudhuri

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