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
Markov chain Monte Carlo , Operational risk , Marginal loss distribution , value at risk , expected shortfall , Loss distribution approach
Journal title
Computational Statistics and Data Analysis
Serial Year
2008
Journal title
Computational Statistics and Data Analysis
Record number
145734
Link To Document