Modeling operational risk data reported above a time-varying threshold
Pavel V. Shevchenko; Grigory Temnov
| Year of publication: |
2009
|
|---|---|
| Authors: | Shevchenko, Pavel V. ; Temnov, Grigory |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 4.2009/10, 2, p. 19-42
|
| Subject: | Bank | Bankrisiko | Bank risk | Operationelles Risiko | Operational risk | Risikomanagement | Risk management | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| 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/10003883151