Computation of operational value at risk using the severity distribution model based on Bayesian method with Gibbs sampler
Year of publication: |
[2017]
|
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Authors: | Muteba Mwamba, John |
Published in: |
Risk management, strategic thinking and leadership in the financial services industry : a proactive approach to strategic thinking. - Cham : Springer, ISBN 978-3-319-47171-6. - 2017, p. 103-121
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Subject: | Bayesian technique | Bank | Risikomanagement | Risk management | Operationelles Risiko | Operational risk |
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