A Bayesian approach to estimate the marginal loss distributions in operational risk management (Q1023645): Difference between revisions
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Revision as of 06:36, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian approach to estimate the marginal loss distributions in operational risk management |
scientific article |
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A Bayesian approach to estimate the marginal loss distributions in operational risk management (English)
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12 June 2009
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expected shortfall
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loss distribution approach
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marginal loss distribution
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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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