Bayesian copulae distributions, with application to operational risk management (Q398812): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62C10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60E05 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6330969 / rank | |||
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Bayesian normal copula | |||
| Property / zbMATH Keywords: Bayesian normal copula / rank | |||
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Bayesian Student's \(t\) copula | |||
| Property / zbMATH Keywords: Bayesian Student's \(t\) copula / rank | |||
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expected shortfall | |||
| Property / zbMATH Keywords: expected shortfall / rank | |||
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loss distribution approach | |||
| Property / zbMATH Keywords: loss distribution approach / rank | |||
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Markov chain Monte Carlo | |||
| Property / zbMATH Keywords: Markov chain Monte Carlo / rank | |||
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operational risk | |||
| Property / zbMATH Keywords: operational risk / rank | |||
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value at risk | |||
| Property / zbMATH Keywords: value at risk / rank | |||
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Revision as of 15:54, 29 June 2023
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)
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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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