Dynamic operational risk : modeling dependence and combining different sources of information
Gareth W. Peters; Pavel V. Shevchenko; Mario V. Wüthrich
| Year of publication: |
2009
|
|---|---|
| Authors: | Peters, Gareth W. ; Shevchenko, Pavel V. ; Wüthrich, Mario V. |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 4.2009/10, 2, p. 69-104
|
| Subject: | Finanzsektor | Financial sector | Operationelles Risiko | Operational risk | Risikomanagement | Risk management | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | graph. Darst. |
|---|---|
| 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/10003883157