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The loss severity distribution for operational risk loss events is generally modeled by which of...

The loss severity distribution for operational risk loss events is generally modeled by which of the following distributions:

I. the lognormal distribution

II. The gamma density function

III. Generalized hyperbolic distributions

IV. Lognormal mixtures

A.

II and III

B.

I, II and III

C.

I, II, III and IV

D.

I and III

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  • Product: 8010
  • Update on: Dec 16, 2025
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