Modelling operational risk losses with graphical models and copula functions (Q398811)

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Modelling operational risk losses with graphical models and copula functions
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    title
    Modelling operational risk losses with graphical models and copula functions (English)
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    author
    Danae Politou
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    Paolo Giudici
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    publication date
    15 August 2014
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    Mathematics Subject Classification ID
    90C40
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    91G40
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    91B30
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    zbMATH DE Number
    6330968
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    zbMATH Keywords
    operational risk
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    copula functions
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    Bayesian networks
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    VaR
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    Basel II
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    OpenAlex ID
    W1989164152
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