Pages that link to "Item:Q398812"
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The following pages link to Bayesian copulae distributions, with application to operational risk management (Q398812):
Displaying 15 items.
- Modelling operational risk losses with graphical models and copula functions (Q398811) (← links)
- Bayesian nonparametric inference for a multivariate copula function (Q479185) (← links)
- Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791) (← links)
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- A Bayesian approach to estimate the marginal loss distributions in operational risk management (Q1023645) (← links)
- Operational risk aggregation based on business line dependence: a mutual information approach (Q1726050) (← links)
- Bayesian copulae distributions, with application to operational risk management -- some comments (Q1945609) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- Estimating copulas for insurance from scarce observations, expert opinion and prior information: a Bayesian approach (Q2866012) (← links)
- Analysis of dependency structure of default processes based on Bayesian copula (Q2923050) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- Implementing loss distribution approach for operational risk (Q3103153) (← links)
- Dependence Models Arising from the Lagrangian Probability Distributions (Q3585275) (← links)
- Robust pair-copula based forecasts of realized volatility (Q6570566) (← links)
- Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals (Q6574595) (← links)
