Modeling dependency between operational risk losses and macroeconomic variables using Hidden Markov Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Selvaratnam, Nikeethan, Bastide, Dorinel, Fernandes, Clément, Pieczynski, Wojciech
Format:	Preprint
Published:	2026
Subjects:	Risk Management Probability General Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2604.21734