• Title of article

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

  • Author/Authors

    L. Dalla Valle، نويسنده , , P. Giudici، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2008
  • Pages
    21
  • From page
    3107
  • To page
    3127
  • Keywords
    expected shortfall , Marginal loss distribution , Loss distribution approach , value at risk , Operational risk , Markov chain Monte Carlo
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2008
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    308409

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=308409