A Bayesian approach to estimate the marginal loss distributions in operational risk management (Q1023645)
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scientific article; zbMATH DE number 5564690
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Bayesian approach to estimate the marginal loss distributions in operational risk management |
scientific article; zbMATH DE number 5564690 |
Statements
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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0.8591801524162292
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0.8453642725944519
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0.8120064735412598
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0.8116088509559631
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0.8012021780014038
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