8010 Exam Dumps | The loss severity distribution for operational risk loss events is generally modeled by which of the

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PRMIA.8010.v2022-06-27.q87
Question 80

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Question 80/87

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

Correct Answer: C

Explanation
All of the distributions referred to in the question can be used to model the loss severity distribution for op risk.Therefore Choice 'c' is the correct answer.

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