Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory by Arindam Chaudhuri, Soumya K. Ghosh.
This book offers a comprehensive guide to the modelling of operational risk using possibility theory. It provides a set of methods for measuring operational risks under a certain degree of vagueness and impreciseness, as encountered in real-life data. It shows how possibility theory and indeterminat...
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