A Bayesian approach to estimate the marginal loss distributions in operational risk management (Q1023645)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A Bayesian approach to estimate the marginal loss distributions in operational risk management
scientific article

    Statements

    A Bayesian approach to estimate the marginal loss distributions in operational risk management (English)
    0 references
    12 June 2009
    0 references
    expected shortfall
    0 references
    loss distribution approach
    0 references
    marginal loss distribution
    0 references
    Markov chain Monte Carlo
    0 references
    operational risk
    0 references
    value at risk
    0 references
    0 references
    0 references

    Identifiers