Modelling operational risk using Bayesian inference.
From MaRDI portal
Recommendations
Cited in
(23)- Bayesian copulae distributions, with application to operational risk management
- Clinical and operational risk: a Bayesian approach
- Modelling operational risk losses with graphical models and copula functions
- Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
- Backward simulation of multivariate mixed Poisson processes
- Operational risk modelling and management.
- A Bayesian approach to estimate the marginal loss distributions in operational risk management
- Quantitative modeling of operational risk in finance and banking using possibility theory
- A new class of skewed lifetime distributions with increasing failure rate
- Operational Risk
- Extreme data breach losses: an alternative approach to estimating probable maximum loss for data breach risk
- Coherent stress testing. A Bayesian approach to the analysis of financial stress
- Interactive computations: toward risk management in interactive intelligent systems
- Operational risk management: a stochastic control framework with preventive and corrective controls
- Numerical modelling of operational risks for the banking industry
- Copula approaches for modeling cross-sectional dependence of data breach losses
- Cyber risk taxonomies: statistical analysis of cybersecurity risk classifications
- Probabilistic framework for loss distribution of smart contract risk
- Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation
- Cyber risk frequency, severity and insurance viability
- Loss data analysis: analysis of the sample dependence in density reconstruction by maxentropic methods
- Quantification of operational risk: a scenario-based approach
- Implementing loss distribution approach for operational risk
This page was built for publication: Modelling operational risk using Bayesian inference.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3161426)
