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

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Latest revision as of 16:26, 9 December 2024

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

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