Bayesian copulae distributions, with application to operational risk management (Q398812): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/S11009-007-9067-X / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S11009-007-9067-X / rank | |||
Normal rank | |||
Latest revision as of 16:26, 9 December 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
0 references
