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 :
Markov chain Monte Carlo , Operational risk , Marginal loss distribution , value at risk , expected shortfall , Loss distribution approach
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
