Bayesian operational risk models
Silvia Figini, Lijun Gao and Paolo Giudici
| Year of publication: |
2015
|
|---|---|
| Authors: | Figini, Silvia ; Gao, Lijun ; Giudici, Paolo |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 10.2015, 2, p. 45-60
|
| Subject: | extreme value distributions | operational risk management | self-assessment questionnaires | value-at-risk | Operationelles Risiko | Operational risk | Risikomanagement | Risk management | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Bayes-Statistik | Bayesian inference | Ausreißer | Outliers | Bankrisiko | Bank risk |
| 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/10011298859