Computation of operational value at risk using the severity distribution model based on Bayesian method with Gibbs sampler
John Weirstrass Muteba Mwamba
| Year of publication: |
[2017]
|
|---|---|
| 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
|
| Subject: | Bayesian technique | Bank | Risikomanagement | Risk management | Operationelles Risiko | Operational risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-47172-3_8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011597244