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
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
Journal title :
Computational Statistics and Data Analysis
