The role of the Model Validation function to manage and mitigate model risk
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- Degen, Matthias & Embrechts, Paul & Lambrigger, Dominik D., 2007. "The Quantitative Modeling of Operational Risk: Between G-and-H and EVT," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 37(02), pages 265-291, November.
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