Bayesian copulae distributions, with application to operational risk management (Q398812): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11009-007-9067-x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2049835439 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time-varying joint distribution through copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical decision theory and Bayesian analysis. 2nd ed / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Bayesian approach to estimate the marginal loss distributions in operational risk management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4362334 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sampling-Based Approaches to Calculating Marginal Densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposable graphical Gaussian model determination / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo sampling methods using Markov chains and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4493303 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional correlation approach to operational risk in banking organizations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4219536 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. Properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Bayesian inference for Gaussian copula regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence control methods for Markov chain Monte Carlo algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: COMPARATIVE ANALYSES OF EXPECTED SHORTFALL AND VALUE-AT-RISK(Special Issue on Theory, Methodology and Applications in Financial Engneering) / rank
 
Normal rank

Revision as of 21:30, 8 July 2024

scientific article
Language Label Description Also known as
English
Bayesian copulae distributions, with application to operational risk management
scientific article

    Statements

    Bayesian copulae distributions, with application to operational risk management (English)
    0 references
    15 August 2014
    0 references
    Bayesian normal copula
    0 references
    Bayesian Student's \(t\) copula
    0 references
    expected shortfall
    0 references
    loss distribution approach
    0 references
    Markov chain Monte Carlo
    0 references
    operational risk
    0 references
    value at risk
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references