Bayesian copulae distributions, with application to operational risk management (Q398812)
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scientific article; zbMATH DE number 6330969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian copulae distributions, with application to operational risk management |
scientific article; zbMATH DE number 6330969 |
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Bayesian copulae distributions, with application to operational risk management (English)
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15 August 2014
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Bayesian normal copula
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Bayesian Student's \(t\) copula
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expected shortfall
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loss distribution approach
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Markov chain Monte Carlo
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operational risk
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value at risk
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