Only on a work order: you can create a WO on product A and remove all its components and add itself as only component. 

Else, it's not permitted on the BoM else the MRP/MPS processing might loop for ever. Same for Standard cost calculation.

As far as I know this topic has been adressed using a customization (development) with the following limit: related BoM code forbids MRP & MPS processing and cost calculation.