Implementing loss distribution approach for operational risk (Q3103153)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Implementing loss distribution approach for operational risk |
scientific article |
Statements
Implementing loss distribution approach for operational risk (English)
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26 November 2011
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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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0.8658735752105713
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0.8602589964866638
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0.8591801524162292
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0.8581802248954773
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0.834754467010498
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