Weibull分布下操作风险监管资本及度量精度灵敏度
张明善, 唐小我, 莫建明
Sensitivity of operational risk’s regulatory capital and measurement accuracy in the Weibull distribution
ZHANG Ming-shan, TANG Xiao-wo, MO Jian-ming
系统工程理论与实践
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2014, (8): 1932
-1943
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DOI: 10.12011/1000-6788(2014)8-1932