A Bayesian approach to estimate the marginal loss distributions in operational risk management (Q1023645): Difference between revisions

@@ Property / describes a project that uses @@
+R
@@ Property / describes a project that uses: R / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2007.09.025
+Normal rank
@@ Property / OpenAlex ID @@
+W2038168460
@@ Property / OpenAlex ID: W2038168460 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical decision theory and Bayesian analysis. 2nd ed
+Normal rank
@@ Property / cites work @@
+Q4293547
@@ Property / cites work: Q4293547 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4510997
@@ Property / cites work: Q4510997 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
+Normal rank
@@ Property / cites work @@
+Q4362334
@@ Property / cites work: Q4362334 / rank @@
+Normal rank
@@ Property / cites work @@
+Sampling-Based Approaches to Calculating Marginal Densities
+Normal rank
@@ Property / cites work @@
+Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
+Normal rank
@@ Property / cites work @@
+Econometric specification of stochastic discount factor models
+Normal rank
@@ Property / cites work @@
+Monte Carlo sampling methods using Markov chains and their applications
+Normal rank
@@ Property / cites work @@
+Q4315010
@@ Property / cites work: Q4315010 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional correlation approach to operational risk in banking organizations
+Normal rank
@@ Property / cites work @@
+Q4219536
@@ Property / cites work: Q4219536 / rank @@
+Normal rank
@@ Property / cites work @@
+Equation of State Calculations by Fast Computing Machines
+Normal rank
@@ Property / cites work @@
+Q4720653
@@ Property / cites work: Q4720653 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4312914
@@ Property / cites work: Q4312914 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence control methods for Markov chain Monte Carlo algorithms
+Normal rank
@@ Property / cites work @@
+Q4267796
@@ Property / cites work: Q4267796 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4363938
@@ Property / cites work: Q4363938 / rank @@
+Normal rank
@@ Property / cites work @@
+Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
+Normal rank
@@ Property / cites work @@
+Q4272782
@@ Property / cites work: Q4272782 / rank @@
+Normal rank
@@ Property / cites work @@
+COMPARATIVE ANALYSES OF EXPECTED SHORTFALL AND VALUE-AT-RISK(Special Issue on Theory, Methodology and Applications in Financial Engneering)
+Normal rank