Modelling operational risk losses with graphical models and copula functions (Q398811)
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scientific article; zbMATH DE number 6330968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling operational risk losses with graphical models and copula functions |
scientific article; zbMATH DE number 6330968 |
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Modelling operational risk losses with graphical models and copula functions (English)
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15 August 2014
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operational risk
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copula functions
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Bayesian networks
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VaR
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Basel II
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