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  1. 1
    An internal fraud model for operational losses : an application to evaluate data integration techniques in operational risk management in financial institutions
    “... extreme quantiles. The choice of technique therefore depends on the risk appetite of the financial...”
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    Doctoral Thesis
  2. 2
    An internal fraud model for operational losses : an application to evaluate data integration techniques in operational risk management in financial institutions
    “... depends on the risk appetite of the financial institution. The second set of findings relates to the model...”
    Get full text
    Doctoral Thesis
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