Bayesian copulae distributions, with application to operational risk management -- some comments

DOI10.1007/s11009-011-9224-0zbMath1383.62024OpenAlexW2022111603WikidataQ56030189 ScholiaQ56030189MaRDI QIDQ1945609

Philipp Arbenz

Publication date: 8 April 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-011-9224-0

zbMATH Keywords

Bayesian normal copulaBayesian Student's \(t\) copula

Mathematics Subject Classification ID

Related Items (3)

Hybrid Clayton-Frank convolution-based bivariate Archimedean copula ⋮ Multiple inflated negative binomial regression for correlated multivariate count data ⋮ Expansions for bivariate copulas

Uses Software

• QRM

Cites Work

• Bayesian copulae distributions, with application to operational risk management
• An introduction to copulas.
• Multivariate Dispersion Models Generated From Gaussian Copula
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