The structural modeling of operational risk via Bayesian inference
Combining loss data with expert opinions
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Author / Producer
Date
2006
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
1 (3)
Pages / Article No.
3 - 26
Publisher
Incisive Media
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Operational risk; Loss distribution approach; Bayesian inference; Basel II Advanced Measurement Approaches; Compound process; Quantitative risk management
Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)