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Extreme value theory (EVT) states that: A. the exponential distribution is an appropriate method for modeling operational loss severity for a heavy-tailed distribution. B. the exponential distribution is an appropriate method for modeling operational loss severity for a thin-tailed distribution. C. the lognormal distribution is an appropriate method for modeling operational loss severity for a thin-tailed distribution. D. the lognormal distribution is an appropriate method for modeling operational loss severity for a heavy-tailed distribution. |