The cascade Bayesian approach : prior transformation for a controlled integration of internal data, external data and scenarios
Year of publication: |
June 2018
|
---|---|
Authors: | Hassani, Bertrand ; Renaudin, Alexis |
Subject: | operational risk | loss distribution approach | Bayesian inference | Markov chain Monte Carlo | extreme value theory | non-parametric statistics | risk measures | Bayes-Statistik | Risikomaß | Risk measure | Operationelles Risiko | Operational risk | Theorie | Theory | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Statistische Methodenlehre | Statistical theory | Wahrscheinlichkeitsrechnung | Probability theory |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6020047 [DOI] hdl:10419/195839 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Habachi, Mohamed, (2020)
-
Wang, Chao, (2019)
-
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao, (2024)
- More ...
-
Scenario analysis in risk management : theory and practice in finance
Hassani, Bertrand, (2016)
-
Model risk management : from epistemology to corporate governance
Hassani, Bertrand, (2019)
-
Credit Risk Analysis Using Machine and Deep Learning Models
Addo, Peter Martey, (2018)
- More ...