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  • An Alternative Frequency Dependence Model and its Applications
    Model and its Applications 2011 SOA Enterprise Risk Management Symposium, Chicago. In this paper ... frequency dependence among different risk types. The operational risk diversification effect is illustrated ...

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    • Authors: SHUBIAO LI
    • Date: Mar 2011
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management; Finance & Investments>Banking - Finance & Investments; Modeling & Statistical Methods