Implementing loss distribution approach for operational risk (Q3103153)

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Implementing loss distribution approach for operational risk
scientific article

    Statements

    title
    Implementing loss distribution approach for operational risk (English)
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    publication date
    26 November 2011
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    zbMATH Keywords
    operational risk
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    loss distribution approach
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    Bayesian inference
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    dependence modeling
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    Basel II
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    Identifiers

    DOI
    10.1002/asmb.812
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    zbMATH DE Number
    5981193
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    OpenAlex ID
    W2952822038
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    arXiv ID
    0904.1805
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