Bayesian copulae distributions, with application to operational risk management -- some comments
type: Item
instance of: scholarly article
title: Bayesian copulae distributions, with application to operational risk management -- some comments
zbMATH Open document ID: 1383.62024
author: Philipp Arbenz
published in: Methodology and Computing in Applied Probability
publication date: 2013-04-08T00:00:00Z
Mathematics Subject Classification ID: 62C10
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6151599
zbMATH Keywords: Bayesian normal copula
zbMATH Keywords: Bayesian Student's \(t\) copula
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: s11009-011-9224-0
OpenAlex ID: W2022111603
Wikidata QID: Q56030189
cites work: Q4293547
cites work: Bayesian copulae distributions, with application to operational risk management
cites work: Q5736543
cites work: Q5706744
cites work: An introduction to copulas.
cites work: Q3281461
cites work: Multivariate Dispersion Models Generated From Gaussian Copula
DOI: 10.1007/S11009-011-9224-0
description: scientific article; zbMATH DE number 6151599