The Structural Modelling of Operational Risk Via Bayesian Inference : Combining Loss Data with Expert Opinions
Year of publication: |
2014
|
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Authors: | Shevchenko, Pavel V. |
Other Persons: | Wuthrich, Mario V. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Operationelles Risiko | Operational risk | Bayes-Statistik | Bayesian inference | Bankrisiko | Bank risk | Theorie | Theory | Risikomanagement | Risk management | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (26 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Journal of Operational Risk 1(3), pp. 3-26, 2006 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 18, 2006 erstellt |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; G00 - Financial Economics. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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