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Stress testing and financial risks
Koliai, Lyes, (2014)
A New Methodology for Modelling Operational Risk using Skew t Copula and Bayesian Inference
Garzon Rozo, Betty Johanna, (2021)
Estimation of risk contributions with MCMC
Koike, Takaaki, (2019)
Bayesian inference for latent factor copulas and application to financial risk forecasting
Schamberger, Benedikt, (2017)
Bayesian total loss estimation using shared random effects
Baumgartner, Carolin, (2015)