A Bayesian approach to extreme value estimation in operational risk modeling
Bakhodir Ergashev; Stefan Mittnik; Evan Sekeris
| Year of publication: |
2013
|
|---|---|
| Authors: | Ergashev, Bakhodir ; Mittnik, Stefan ; Sekeris, Evan |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 8.2013/14, 4, p. 55-81
|
| Subject: | Operationelles Risiko | Operational risk | Risikomodell | Risk model | Verlust | Loss | Statistische Verteilung | Statistical distribution | Bayes-Statistik | Bayesian inference | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010388210