A threshold based approach to merge data in financial risk management

DOI10.1080/02664760903164921OpenAlexW2042575960MaRDI QIDQ5123658

Silvia Figini, Pierpaolo Uberti, Paolo Giudici

Publication date: 29 September 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760903164921

zbMATH Keywords

thresholdfinancial risk managementdata merging

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• A Bayesian approach to estimate the marginal loss distributions in operational risk management

This page was built for publication: A threshold based approach to merge data in financial risk management