Bayesian copulae distributions, with application to operational risk management (Q398812)
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scientific article; zbMATH DE number 6330969
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| default for all languages | No label defined |
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| English | Bayesian copulae distributions, with application to operational risk management |
scientific article; zbMATH DE number 6330969 |
Statements
Bayesian copulae distributions, with application to operational risk management (English)
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15 August 2014
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Bayesian normal copula
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Bayesian Student's \(t\) copula
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expected shortfall
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loss distribution approach
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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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0.8453642725944519
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0.825843334197998
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0.8216020464897156
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0.8211438655853271
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0.8128823041915894
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