Modelling operational risk losses with graphical models and copula functions (Q398811): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/s11009-008-9083-5 / rank | |||
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| Property / OpenAlex ID: W1989164152 / rank | |||
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| Property / cites work: Coherent Measures of Risk / rank | |||
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| Property / cites work: Hyper Markov laws in the statistical analysis of decomposable graphical models / rank | |||
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| Property / cites work: An introduction to copulas. Properties and applications / rank | |||
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| Property / cites work: Q3281461 / rank | |||
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| Property / cites work: COMPARATIVE ANALYSES OF EXPECTED SHORTFALL AND VALUE-AT-RISK(Special Issue on Theory, Methodology and Applications in Financial Engneering) / rank | |||
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Latest revision as of 21:30, 8 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling operational risk losses with graphical models and copula functions |
scientific article |
Statements
Modelling operational risk losses with graphical models and copula functions (English)
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15 August 2014
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operational risk
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copula functions
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Bayesian networks
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VaR
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Basel II
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